I have a lot of sympathy with you, having myself been mostly alone until I met my wife at the age of 36 . . . although it was when I was cycling (or running) that I was fairly sure to not be depressed.
I don't really know what i'm supposed to be doing with myself. Most of the time i feel like a spare piece of meat wandering a landscape. It's the sense of uselessness and isolation; the feeling of not being part of anything or anyone's team.