Do you ever feel lonely? When?

I feel lonely sometimes, especially when I feel the cold breeze of the wind. I can’t avoid feeling lonely, I don’t know why.
I feel like I am always alone when I feel the cold breeze of the wind.
Sometimes I am wondering why I am like this.
I told my friend about this but she says that I am depressed or stressed about one thing.
I also can’t think of what things will cause me like this.
I am really depress or stress?