孤单 (gū dān) means 'lonely' in the sense of being alone, without company. It focuses on the objective state of being unaccompanied, whereas 孤独 (gū dú) is more about the subjective feeling of loneliness even when others are present. 寂寞 (jì mò) emphasizes a lonesome emotional state or boredom from lack of activity, while 孤立 (gū lì) implies being cut off from others.