Many of us crave to be lonely at some point during the day or night. Wanting to be lonely is not something one should be feeling anxious about, at least according to this article in The Boston Globe:
One ongoing Harvard study indicates that people form more lasting and accurate memories if they believe they’re experiencing something alone. Another indicates that a certain amount of solitude can make a person more capable of empathy towards others. And while no one would dispute that too much isolation early in life can be unhealthy, a certain amount of solitude has been shown to help teenagers improve their moods and earn good grades in school.
More here. So, if you are alone then celebrate it, and if you are not, then take some time to be alone!