Is it normal to feel alone?

I think it definitely is. I'm a pretty typical sad sack of a guy. I'm always alone being all introverted with my games and books, left wanting for a future with a girl of like mind but I'm an unatractive shut-in and then I get depressed by that.
The only sollution for if you do not want this feeling(s) is to go out, with bolness. Get at any problem with all you've got to move on with your life and find your happiness.

It is extremely normal to feel alone, especially as a teenager. I can assure you that those feelings of being lost and not understood WILL get better over time. But in the meantime there are ways to help yourself feel better. First of all, I think it's important to recognize that being alone and being lonely are different things, and it's possible to be alone without being lonely (it's even possible to be lonely without being alone, which it seems like you are with your friends sometimes). For most people it can be really tough to feel comfortable alone. It requires you to be really comfortable with yourself, which I'm sure you agree takes a lot of effort, but it's worth it. You said that it scares you that you are your own worst enemy. It really shouldn't. After all, you're in control of yourself. You have the ability to stop yourself from being your worst enemy if you want to. Another thing I would do is try not to keep this mental battle entirely within yourself. If you think you can open up about this with your two friends, I really highly encourage you to do so! I'm willing to bet they care a lot more about you than you think they do. They can help reassure you and keep you from beating yourself up too much. Plus they'll get to understand you better and you'll understand yourself better. I promise you these feelings won't last forever.