Anxiety and depression
Hypersensitivity to different sensory stimuli may make you feel like you want to be alone.
For example, some sounds may be very scary and disturbing. Therefore, you withdraw and want to be alone. It often ends with you being worried and sad.
Then it is important that you get help from your parents and teachers. It may be good that they remind you of things that you like to do so that you will not only sit and feel bad.
Good advice
There are many good tips regarding anxiety and depression. Among other things, what effect exercise, food and sleep may have for your wellbeing. Good information about this is available on the page Youmo.
Link to Youmo English feeling bad
Link to Youmo English tips to feeling better