Working on the alone-ness
People are social creatures. We get a great deal from our network of friends and family. It's a social safety net that helps us get through the harsh times. Probably the most important transition step is to start building relationships with people outside the hall. Because separation from the society is so hard on people. You have co-workers, neighbours. You could take up a hobby and network with new people that way. There are community leagues and various charities in your neighbourhood that you could get involved in. At least go to an introductory meeting and check it out. Check out meetup.com for like-minded people like you (and yes, there are ex-JW meetups).
Give "worldly" people a fair shake
There are lots of highly moral people outside the WTS. Don't buy in to what the literature has drilled in to you. You aren't going to meet them at the strip club, though. See my notes above.
Separated from Jehovah
I am going to offer a teaching from my church to see if it provides some comfort. We are taught that conviction comes from God (to be a better person I am called to do this) and that condemnation comes from that Other Place. I see this phenomenon in my JW husband all the time and my heart weeps for him. When you stand condemned, you separate yourself from the healing love of God. Your focus is on guilt, your self-worth is attacked, and you are imprisoned by your wayward desires. The way guilt and self-condemnation works, however, is that you are drawn ever inward in a vicious circle (guilt, avoidance, temptation, cave in, condemnation, guilt....).
I suggest you cut yourself some slack. The essence of sin is harm; harm to yourself or harm to others. Unless you are so active you've developed chafe marks, I suggest these are fairly harmless activities. Take away the guilt from the activity and it no longer becomes your constant focus.