Hey man, you're not the only one feeling this way.
My past four birthdays, including me turning 15, have been spent alone, or in other words, with my parents trying to make me feel happy. Outside school I don't have any real friends and I never go to parties or other social gatherings, not because I can't, but because I choose to not go. I can't identify with anyone in school and I see the other students as childish and immature, maybe they're not, but to me, I could never hang with them after school. Here where I live you go to another school after 10th grade and you choose that school depending on your interest (science, law etc) and on your grades, so in other words, you will be with people that are on the same level as you, seen in a academic way off course, but since you share the same interest it may be easier to make friends. School before that is a mix of students; to me it's like a damn freak show.
In school I'm seen as a cool guy and I'm the mixture of jock and nerd. I rule in almost all of the sports in, my natural talent is martial arts and I'm not afraid of getting into any conflict with anyone, but since I'm against hurting people I avoid getting into fights the best I can because I know if I would, someone would end up in a hospital. In school I'm the smartest one, straight A+ in every subject, and when I say the smartest one I don't mean because of my grades, since it doesn't tell how intelligent someone is, but because I know I am. I try to take care of myself physically as much as I can and I invest a lot in myself. I know I've gone a bit off topic, but what I'm trying to say is, sometimes you just don't fit in, and either you do something about it or you don't, and when you do decide to do something, you try until succeed, you can never stop trying, only change the way you try.
I myself don't really care about my social circle. Sure, sometimes it gets lonely as hell and I know it sucks to celebrate birthdays alone, but you are the one responsible for it.
If you really want to make friends, you got to invest and genuinely try, not just "try". Join classes that interest you, and even if you don't make any friends there, still hang out with the ones that are the closest to you in that class and hang out with him/her and let him introduce you to other people.
Right know you might think, Kpocalyps, you have so much to say, but do you live up to it? Honestly, at the moment I have no interest in making friends, and the only "friends" I can consider having are ex girlfriends, which I'm going to have a lot of when I get on the right track in "the game". So, don't give up, there are others like you, lonely, but remember, you are responsible for that, you have put yourself in that position and since you have done that, you can take yourself out. The reason why I brought up some things about me was so that you could compare and see where we are similar and the reason behind the loneliness.
I hope what I had to say about this will help you in some way, bye for now.