I used to think being alone meant not having a girlfriend and a lot of friends to hang out
But this beast of solitude has a much more subtle character: you can feel alone in the middle of a crowd. Even if this crowd is made up of people you like and know.
Not even sleeping in the same bed with someone you know and love means you eventually wont find yourself alone in this same bed with this same person.
Shortly after my divorce, I felt devastated at the sight of couples holding hands on the street. An I felt a utter failure as a human being while, at the same time, it was I who broke up because I was feeling lonely in relationship.
And even knowing this, you still can feel alone when there is no one there in bed.
I suppose the only way out is to embrace solitude when it comes to your bed, either you are with someone else or not.
UPDATE over a year later
Actually solitude happens in your head regardless of what happens around you. You can live alone and feel wonderful and you can stay all the time with someone and feel alone.
Of course after a break up you have to show kindness to yourself because feeling really bad comes with the territory.
But you grow over it. :-)