Pinpointing the source
The hardest thing in the world for most people to do is being honest with themselves about who they are and what problems they face. Only by taking a look inside one's own mind and being honest about where they've been and where they are going can one hope to pinpoint the source of their loneliness and depression. Many people have difficulty finding out the reasons they are lonely and depressed on their own. That's why it is recommended that one seek the guidance of a qualified psychiatric professional if the feelings they are facing continue to create problems over the long haul and show no signs of getting better.
Battling loneliness through better knowledge of oneself
Knowledge of oneself is perhaps the greatest weapon that one has in fighting back against loneliness and depression. Only through getting to know oneself better can one discover the barriers they put up to healthy relationships. The cause may not always be self created, but it is important to know what the cause is - whether internally or externally set in motion - in order to overcome. Once one understands what is going on internally, they can start exercising greater control over the external issues that they experience.
Establishing healthier relationships for surviving loneliness
Ultimately, if one wants to get away from the effects of loneliness, he or she will have to fill the voids in their lives with healthier relationships. Those relationships do not necessarily have to be romantic, though many people in healthy romantic relationships tend to live longer and enjoy a better quality of life. The important thing is to have a support network that you can be yourself around, and be happy and comfortable with who you are. When you have that in place, everything else tends to work out the way it's supposed to.
Being alone is not a terrible thing, but it can grow into serious trouble if you are putting up defenses and not dealing with deep seeded issues. In order to avoid the worst case scenario, it is important that you always work towards improving yourself.