Why do I feel so lonely? I have many great friends who would support me but why do I feel this way?

Could understand. It happens even after if one have good friends and support system. Sometimes one feels lonely. Probably you could talk about it with your friend to recognise what causing you such feelings. Or maybe try to do some stuffs that interests you. Cause of feeling lonely vary from one to another. So, recognising cause could help to deal with it better.

Lonely comes from withing and often have nothing to do with external situations. If the feeling persists seek professional help.