I can relate to you guys. Although I've pretty much always been an 'off-beat' kind of person, always standing at the periphery of the crowd, and usually only hanging out with other people who were also a bit eccentric, I have in recent years felt a desire emerge to mingle and socialise more... but I quickly learned that it's not for me. I heard many people encourage me to 'go out more, meet other people, join this or that club to find kindred spirits', so I tried those things, and mostly ended up feeling awkward. Yes, I tried to compensate for it, I tried to adapt, but I coudn't help but feel that I was not being myself.
My current mode is one where social interaction is kept to a minimum (work, classes, relatives), and apart from that I cherish my alone-time very much, and mostly just do the things I like by myself. I tried to hang out with people, who were very nice by the way, but I somehow just felt tied down during our activities, and found I was forcing myself to enjoy visiting them and spending time with them. That's not the way, so I just broke away from them with an 'I'm sorry, but I prefer to have fun by my lonesome'. So now I've accepted the 'loner' moniker with pride! It's just the way I am.
Peace, you guys. 
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clarity of thought before rashness of action