Well, I think you have to get a little bit more of a plan in place. It might be a good idea to start a thread on things to do to help loneliness and depression.
Here are some ideas that I have done in the past to help me battling the same things:
1. I went to meetup.com and went out with some really nice groups of people with the same interests as me.
2. Exercise - That really helps with depression
3. Get something regular with the therapist.
4. Change your diet. Too much unhealthy food can contribute to depression.
Ok, that's all I can think of now, but get really active in starting a plan. Even if it's just one regular thing to start with to make yourself happier.