1. In graduate school, you are on your own. No one else does the same thing. No one else goes through exactly what you do. And so, no one else will understand your situation. You're alone, and you have to learn to deal with it and maybe stop trying to explain yourself to other people.
2. No one gives a damn about what you're doing, so it's a good idea to get used to that and stop worrying about what other people think of you. We don't realize that half of what we do is moulded by our concern of what other people think. The thing is - everyone is too busy trying to get a handle on themselves, they don't have time to think about other people. And even if they do - you simply have to stop caring about it. Because there's already too much to handle. In the end it's your journey.
3. People get screwed up, but many do survive well enough. You can never judge another person, and you shouldn't, because again, you can't really know their whole situation.
4. You need friends. You need a social circle, because you will need all the support you can get. Isolation will inevitably get you depressed. I used to be a person who loved being alone and did great without friends or a social circle, but being alone is not easy when you're overloaded with things. You need people to distract you sometimes.
5. It's hard to make friends because it's hard to meet people who will be interested in interacting with you beyond a purely professional level. So you should probably not have too high hopes about making friends.
But if you like science and you like to learn, you can probably stay happy enough through all of it.