My recommendation would be to go play Terry Cavanaugh's (excellent) "Don't look Back". It's a beautiful little browser game that shouldn't take longer than 30min; play it to completion. The ending of that game gave me the most profound sense of loneliness than any other before or since.
Check it out here: http://www.kongregate.com/games/TerryCavanagh/dont-look-back
Another thing to consider is that many games accidentally create just the feeling you're looking for. If I were you, I'd play a ton of old, forgotten, budget platformers from the NES days.
Some points to consider:
1-Zoom out the camera. More space = more empty space = more people not there
2-Thematically set the tone. Set the game someplace where you should be around people, and where strangers are sorely missed. Cityscapes are a fvorite for this trope (think I am Legend)
3-Sometimes the "dark and brody" route back-fires. A color pallet contradictory to the tone of the game can really drive the negative emotions home ("sad"(weak) becomes "bitter"(strong), etc)
4-Carefully pace the game. IRL, boredom and loneliness come hand in hand, and often cause each other. After intense platforming/jump puzzles, make sure there are plenty of straightaways/rolling hills (don't know if you have slopes in this game, but if so, make them gentle) between challenges.
"Braid" was really
good at this. Bonus points if you do (1) here and highlight (via visual cuing) what makes this world so horrid.
Best of luck!