There are different types of loneliness in Of Mice and Men. All of the characters are lonely. Some characters are lonelier than others. Some characters are lonely when they are not alone, and some characters are lonely because of discrimination. Some characters are completely isolated and some are just lonely.
George and Lennie are both lonely characters. Even though they are always with each other, they are still lonely. They don't have family, they don't have any other friends, and they don't have anyone except each other. They don't have enough people in their lives. This is a great example of the theme for this blog. (You can still experience loneliness when you are with someone you care about.)
Crooks is lonely because of discrimination. Crooks can't live a good life on the ranch because he is black. Crooks is treated unfairly because he is black. (For more information about Crooks' loneliness, check the Things that lead to Loneliness page.)
All of the characters are lonely because they work on a ranch far away from the city with few people. The characters only have each other and they don't even all like each other. Most of the characters don't have anyone that they love in their lives.