George is not lonely during the novel, as he has Lennie. He will be lonely afterwards, without his best friend.
Lennie is the only character who is innocent enough not to fear loneliness, but he is angry when Crooks suggests George won't come back to him.
She is married to a man she doesn't love and who doesn't love her. There are no other women on the ranch and she has nothing to do. She tries to befriend the men by hanging round the bunkhouse.
When Candy's ancient, ill dog was shot, Candy has nothing left. He delayed killing the dog, even though he knew deep down that it was the best thing, as he dreaded losing his long-time companion.
Crooks lives in enforced solitude, away from the other men. He is bitter about being a back-busted ******. He is thrilled when Lennie and Candy come into his room and are his companions for a night.