So, where do I start now?

Different simple question: a hobby you can do alone, or one that requires other people?

Click the corresponding answer to see your options.

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PAINTING
I mean, you could do this with other people, but it's only fun if you're 1) all equally skilled, or 2) doing that thing where you all get Wine Mom Drunk at a painting class and it doesn't matter. If you're just starting out, you know what you need to do. Go find a Joy of Painting video. Go on, just go. Bob Ross is waiting.
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FIND SOME NEW MUSIC
The world is your oyster on this one. Let Pandora land on one artist and then look up all their stuff. Look up an independent label and get something at random. Buy an industrial noise tape off Discogs for $3. Check release charts for what's coming out soon. Revisit an old band. You ever hear of Wckr Spgt? You will in 2020!
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GHOST HUNTING
For when you want to be full of fear, and also like, spiders, because Wikipedia lists this as an "outdoor activity". Why? Who knows. Why, also, is this under "group activity"? Because a hobby is a thing you do more than once. A thing you do exactly once, that ends in you being eaten by ghosts because you didn't have a friend to back you up, is a mistake.
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AMATEUR RADIO
Sure, it's kind of playing the long game, as hobbies go. Maybe you'll never take an ARRL exam, maybe you'll never buy the equipment. But read about QSL cards and teach yourself a little Morse Code just for fun.

Try a different question.

Are you suggesting you want to do something by yourself WHILE in a group? You want to be in a group where everyone is doing a self-contained activity? Or maybe you want to feel alone in a crowded room. Maybe you always do. No one understands you, nobody gets you. This is why you need a hobby, you know, so you have something to talk about at parties. Do you just hate parties? Just stop going to parties, if you hate it so much. You're only there for those one or two friends. Have you tried getting coffee one on one with them instead? No, no, no one's saying you can't come to parties anymore. You just seem unhappy. You seem unhappy.