There are references in the Talmud that say that a person is not allowed to travel alone at night. The usual explanation of this is that there are dangerous forces and the person is putting himself in the position of being attacked. However, there is another meaning to this warning not to be alone, and that is a person who feels desperately alone is subject to depression and suicide.

There are a couple of pieces of advice regarding this condition. One thing to realize is the role we can play in another person's life where we can make other people feel less alone. The most important ingredient is being a good listener, knowing that it cures people just to know they are not alone and someone else hears their stories. Another piece of advice is as follows. A person who makes the Torah his companion brings G-d into his life and this alleviates loneliness. Study of the Torah will accomplish this and without realizing it a person will feel less depressed and less lonely.

Heard from Rabbi Reisman's shiur, Motzei Shabbos Parshas Mishpatim