I feel lonely and have no idea what to do with it.
Louis C. K. said something that makes me wonder at the moment: that we fool ourselves by constantly taking part in superficial socialization, often through so called "social networks" and instant messages, rather than feel the real loneliness that's still there; that we'd rather chat with people we barely care about than admit to ourselves that we don't have a good company.
Such loneliness feels terrible. I have no one to talk to about it, and I don't know whether I should. Surely, talking about what you experience often helps, as I can attest personally, but I don't want to come off as needy. Should I rather be alone for a while?
I spend a big part of my day in the university, with a constant group of people with whom I can't relate because of how different our values, goals and experiences are. I don't have any friends or relatives with whom to talk to, and I don't want to talk about it with a counselor because it feels impersonal, somehow. I may be wrong, and maybe it's the idea that counselors are for mad people that plays into my motives.
What do I do? Do I just stop whining and persevere?
I would start by being open about other people values, goals and experiences. Another thing you should be aware of is the hedgehog dilemma.
If you don't want to be open about other persons experiences, then you should put yourself in a situation where more like minded people like yourself gather.
A third option I would try is meditation and embrace the loneliness.