I wouldn’t say it’s a sin to feel a little bit sorry for oneself occasionally, but we aren’t meant to stay in that state. You’re not alone, God is with you. Being alone isn’t the same as being lonely, either.
The thing about any kind of self focus is that it can lead to sin, such as envy, which is very destructive and worldly. We’re called to be humble and to serve rather than to be served… we’re called to empty ourselves as Christ emptied Himself and focus on God and our neighbour, rather than feeling that we ‘deserve’ this or that and it being all about us and our needs.
My advice would be to focus on actively loving others, looking for ways to help someone else.