Certainly, one piece of advice almost anyone would give you would be to avoid getting into any relationship that will only hurt you and make you even lonelier in the future.
In other words, don't be ruled by your emotions, and don't let them lead you down a path that's unwise or morally wrong. Right now, your feelings are like a sharp pain, and you're tempted to do anything you can to relieve it. However this isn't only unwise, but you'll also be running the risk of suffering even greater pain later on. The Bible says, "A prudent man (or woman) sees danger and takes refuge, but the simple keep going and suffer for it" (Proverbs 22:3).
The most important advice I can give you, however, is to seek God's will for your life. He loves you and knows what is best for you -- and He wants to give you the strength you need to resist ways that aren't right. More than that, He knows the heartache you feel, and He wants to fill the empty places in your life and give you a new joy for living.
Begin a new life today by turning to Jesus Christ and asking Him to come into your life. Then seek out a church where Christ is preached and lived. Not only will you grow spiritually, but God will also surround you with people who care about you and can encourage you.