Let me get right to it and say first- you are definitely not alone in this. It's completely common to feel alone on the inside, even though on the outside, you could be surrounded by people.
I think the first question you should ask yourself is: Do these people truly care about me?
If your friends truly care about you, then you know who to go to when you are feeling lost. If they don't, then that could explain a lot.
Question number 2 is : Am I being a good friend?/am I pushing people away?
Maybe the reason why you feel alone, is because you haven't given people a chance to be close to you. Make sure that you are the Godly person that people want to be around. Someone that motivates, encourages, and inspires.
The last question is : Do I enjoy being alone?
There are TONS of people, including myself, that are partially or completely introverts. I love hanging out with my friends, but it is physically and emotionally draining for me to be around people for a certain amount of time. Sometimes we need time to chill, and recharge, and that's totally fine!
I wouldn't stress about this much, if I were you. Being a teenager is basically years filled with growth and experimentation. You have got plenty of time to figure out friendship and your own personality and yada yada yada. That's what friends are for, am I right? I sincerely hope this helps a bit!