When I became Muslim, I partially felt this loneliness because my family is Christian, but my husband was my support, along with my two very young children. Still I understand the separation when you are no longer following what your Mom, Dad and siblings are. When they would like to go to a party but you would rather stay home, or even in something as simple as food choices and the discussions and arguments that can result from them.
It has taken me a while to realize that being a convert to Islam has many benefits that can make the adversities seem not as big as they use to. One of the most important realizations I have had, is that as a revert, you are coming into this beautiful deen as a "wide-eye wonder" child looking to learn everything you possibly can, so you have not had any cultural custom infused into the deen to make you confused.