The most important advice I can give you is to urge you to seek God's will for your future. He loves you and knows what is best for you far better than you do yourself. The Bible says, "As for God, his way is perfect" (Psalm 18:30).
That's why the most important step you can take is to commit your life to Jesus Christ, asking Him to come into your life and guide you. Elsewhere in your letter, you acknowledge that you left your childhood faith behind long ago and have paid little attention to God since. But God still loves you, and Christ came to make you part of His family. Why not turn to Him today? You are never alone when you know Christ, for His promise is true: "I am with you always, to the very end of the age" (Matthew 28:20).
At the same time, I hope you'll make an effort to make friends, whether you end up moving or not. Yes, a city can be a very lonely place, and you aren't the first person to discover this truth. In fact, all around you are people who feel the same way you do.
Don't seek friends in the wrong places, however. Instead, ask God to lead you to a church where you can grow both spiritually and socially. Not only will you be likely to meet people with similar interests, but you will be an encouragement to others who need friends also.