Ever felt like this?

I'm not sure how to go about doing this. It's actually really embarrassing, being 21 and literally having no one to talk to, no one who can relate to how I feel... I don't think that I've ever had real friends, I had people who wanted to be around me for a while, in certain times of my life, but no one ever stays. I am lonely, not because I want to be, but because I cannot risk my sanity...