Is it normal to be alone?

I have been alone all my life. I mean I have tons of friends but no one that understands me or that I can relate with. I am twenty one years old, never had a relationship or any kind of intimate bonds. Even when it comes to my friends no one truly knows who I am. I would say that I have been alone because I could only address my issues with myself, not even with my family. Every time I try to bond with someone that person leaves me being scared or simply does not want to deal with me. Is it normal to experience this?