Feeling lonely is normal. Period. Preggers or not it's a normal emotion.
It's been happening to me. So don't worry you are not alone! My parents live in a different state and I have family that doesn't really seem to take any interest in my life so I don't have anyone really to talk to. My bf is very supportive but some days it just seems like he has no way to understand what being pregnant is like. He tries to help me but there are just some ways he cant. My best advice is hang in there and just think about the amazing life that is growing inside of you. Is does get better!