Like you Cnidocyte, I do not have any friends as well. For me, it is a trust issue. At one time in my life, I did have some really good friends. But then, some had moved away with family, and some I lost through my own words and actions. I will say that I am very much a loner, and most of the time, it suits me just perfectly. I spoke to my therapist about this a while back, and they said that just because I didn't have any friends, doesn't mean that there is anything wrong with me. I just choose to not really socialize with anyone because I am uncomfortable of being in social situations. I actually do have a lot to say on some things, but I just can't really stand small-talk. I don't really see the use to it.
I don't feel embarrassed about not having any friends, but I can understand why you or me or anyone else would feel embarrassed about Admitting that you (or me or anyone else) doesn't have friends. I guess it is the explanation that makes it embarrassing.
One last thing, I have found that I often don't give a crap about what anyone says or thinks about me either. But, words are quite powerful and I am realizing that I care a little about what others think.
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"If a man does not keep pace with his companions, perhaps it is because he hears a different drummer."
"Walden" from Henry D. Thoreau
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