Just stay away from the mean people and you'll be ok
Like said, there's no need to talk about it to those you think won't understand, it's why people find people who are like-minded and you're on the right path. Things may not always be the way you want them to be, but you can treat life as a game and even if you don't like it, learn to understand how to play it and go for the goals, it will make you feel more secure in the big wide world.
I know what it feels like to feel tired and lost, I also have anxiety/depression which doesn't help.
Everyone is unique and you'll never find someone who is exactly the same as you, but you can be assured that you can find people very similar to you, share your interests, etc. Furry is one good interest if you share it, people in the fandom/community tend to be very friendly and accepting, but you have to avoid the dramatic persons and keep to your niche, this is not hard to do as long as you keep your feelings in check. You can never be more alone if you at least make yourself 'at least a little bit' less alone. If you are getting very depressed, you can always try meditation or see a counselor to see if there's any other underlying problems that are getting in the way of yourself adapting. Although, tbh, all you need is to be courageous and socialize a bit more, the fact you are here talking about this tells me that, if you are afraid what others think, like said, don't be afraid. I've things I find to hard to talk about / can't talk about, myself, even to those I find to ever come close to me.
Music is another good way to express yourself, with and without words, not by necessarily making it but by being drawn to the sorts of songs that reflect you in some senses as by this you can tell that others may feel at least somewhat similar, even if in a different situation. It's very similar to the visual arts and things like furry. There's, of course, spiritual exploration, too, even if you're nor largely spiritual, it can help you understand yourself better.