Self-Worth
Many of us feel anxious at the though of opening ourselves up to new people. It takes courage to go up to someone and introduce yourself and say something interesting. Everyone has days when they would rather not do it and stay home on the couch watching television. However, most people also have days when we are willing to accept the challenge and take the chance. People who are lonely may never screw up their courage and put themselves "out there." They don't feel good about themselves and they think that no one else will think they are worthy. They decide not to even try because they lack the self-esteem to put their best foot forward.
Depression
Many people who are alone get depressed. Instead of taking steps to get out of their depression by talking to friends or a professional counselor, they don't do anything and they wallow in their depression. It's easier to stay home and do nothing rather than take steps to be a fully functioning person who has a social life. But it's totally unfulfilling. A depressed person won't be able to break their circle of loneliness until they decide to get help and figure out where it's available.
Painful Past
Some people may have been in a relationship. Perhaps that relationship ended in a divorce. The loss of that relationship may have an impact on the person's outlook. "I failed in my previous relationship and I'll probably fail again. Why even try?" The pain from the failed relationship ultimately will give way to loneliness in those cases. Some people may find the loneliness preferable to the pain their past relationship caused.
