Hi Katie,
I am sorry to hear that you feel lonely even when not abroad. In the fast pace world that we live in, lonliness is one of the bigest phenomenons of modern day living, with more divorces and more of us moving to work or study abroad.
However we take ourselves with us wherever we are, we are the same person. If you want to make a friend then you have to be a friend. We have to take the first step, and you can start with a smile.
You will find people with a similar outlook on life in every country in the world, we may differ in pigmentation colour or creed, but we are all the same under the skin, we have the same hope and fears, ambitions and desire to connect with other human beings. So we have to make an effort. You will not meet friends while sitting on your sofa watching DVD's or spending your nights surfing the net. You have to make an effort, get out there. Join social clubs, take up a new skill, be it diving, sailing, salsa or belly dance classes, creative writing, art. You will meet people who share your interests, with a similar mindset.
Exploring the culture of the country you are in, becoming a local, seeking out the great little restaurants where locals go, attending their cultural events, will open up a whole new wonderful world and also be an education.