It’s not unusual for someone who feels alone and unlovable to create a fantasy life. The fantasy can become much more “real” than a reality that feels painful so it becomes more difficult to leave it.
I don’t have enough information to understand why you have felt so frustrated for most of your life. I’m terribly sorry that no one has helped you learn how to love yourself and how to be comfortable with other people. Those things are learnable. Really, you can learn to love yourself — which will make you more interesting to others. And you can learn the social skills necessary to be comfortable with others and to make friends.
I strongly encourage you to find a therapist and to commit to at least a few months of sessions. A therapist will help you figure out what you can do differently to be happier. You might also find it helpful to join one of the online forums here at PsychCentral. See if the “teen lounge” appeals to you.
I wish you well.