It’s hard being a teenager. It was the worst time of my life! I was lonely as hell. I was a virgin, and had only kissed maybe one person, and that was pretty much of a disaster.
I used to read a lot. I hid in my room. I did have music, and that helped a little. But in the end, the loneliness was debilitating.
If you are depressed (have you been diagnosed?), then taking care of yourself is important. Staying up until 3 or 4 in the morning is a recipe for becoming more depressed. You’re a teenager, so your circadian rhythms make you naturally want to sleep late and stay up late, but staying up until 4 am is not good.
Do you watch a lot of TV? If you do, stop at 11 pm. Time shift your programs if you can’t get by without them. Get ready for bed—using the same ritual every night. Get into bed, and perhaps read a little bit, or listen to some music you like. Let your mind wander. It’s ok. You don’t have to try to get to sleep. Just let it come to you. But don’t get out of bed. Keep on doing the low key stuff.
If your mind is really anxious—and this is chronic, then you may have other mental disorders. If it is only situational anxiety, it’s not so much of a worry. In any case, if you exercise before sleeping, and really tire yourself out, that will help.
If you sleep, and exercise, and get on a regular schedule, it will help reduce your depression. Meds can help, also.
Then to deal with the loneliness is a whole ‘nother issue, and I can’t talk about that here. Perhaps you could ask another question. Or look at questions that have been asked about loneliness before. Just use fluther’s search function.