According to Osho, the pain you feel is not aloneness but loneliness, a craving to be with someone. Aloneness is a luminous, contented state at the height of consciousness; loneliness is a dark, needy valley. Until you mature into joyful aloneness, use provisional teddy bears (belonging, a master, meditation) to ease the ache, then drop them and celebrate yourself.
It hurts because you’re lonely (wanting others), not truly alone; use kind supports until you can enjoy being with yourself.