Ever felt completely estranged from the people and things round you? What do you do about it?

I guess I should start by saying that I'm not the most normal person ever to live, I'm 18 years old, very artistic but still think very logically. I've never had a girlfriend before, something that's bothered me a whole lot over the last couple of years, I've never actually been good with people, I'm shy and just plain socially awkward, so I never really had a lot of friends. I've changed a lot recently, I'm much better with people and there's a girl who's interested in me and such, but some days (like today) I just feel so separated from everyone. I found out that one of my friends got a girlfriend a week ago and to my knowledge it’s his first girlfriend. This really bothered me, I feel jealous and pissed off, but more than that I just feel that the world has ped me by and that I really don’t belong here… What can I do about this feeling?