In the last decade alone, physicians and researchers have begun looking deeply into the impact of loneliness and social isolation on health, well being, and mortality, and the data on the subject is overwhelming: a lonely person is significantly more likely to suffer an early death than a non-lonely one.
Most of this research is centered around geriatrics, as you might guess, where feelings of loneliness are powerfully predictive of mortality. A few years ago researchers at Brigham Young University conducted an influential meta-analysis of scientific literature on the subject, and found that social isolation increases your risk of death by an astounding ~30%, and some estimates have it as high as 60%!