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Depends. Is the loneliness a byproduct of choices made for happiness in other aspects of your life, like moving to a new city or being picky about your social circle? Are you choosing to stay in and not interact for certain reasons? Or is the loneliness caused by things you can't control, like people leaving or mental health issues?
If it's the former, I say embrace it and work on focusing less on how you think your life should look. Pay attention to the things that you love by yourself. Take in the moments any moment where you notice you're having a great time and don't have to stop due to someone else. Imagine you just got done with a 12 hour road trip with someone who talks too much and breathe in the silence and peace of the moment. Listen to rain or cars rushing by. Sometimes, I find that loneliness can be caused by feeling like you're missing out on something but maybe wouldn't even make you happy. There are lots of people who feel lonely in their families or friendships or relationships.
If it's the latter, I'd work up to a more comfortable and satisfying level of socialization. It takes time. In that process, you'll hopefully find yourself leaning pickier and finding out what works and what doesn't. Be selfish. Learn to spend time with people and then decide for yourself whether you want to keep spending time with them. Treat your energy and presence like precious rubies. They are! Invest in who matters most to you and keeps you feeling good after you leave. This will build your confidence and belief in your worth and motivate you to keep working on the things that keep you from happiness. Ending loneliness isn't a goal you get to, it's a side effect of choosing people who see the real you and doing the self care of letting others in. :)