''Where'' in this case refers to an indefinite place. You are somewhere in general. It could by anywhere, at school, at a family gathering or a party. Hope this helps!

Hi Harrison, It would also be OK to use 'when' here. I understand the confusion caused by the word day, which of course refers to a period of time, followed by 'where' rather than 'when', but this phrase tends to generate a mental image of being in a a certain place, where we felt lonely even though surrounded by people, hence 'where'.

Hi Harrison, The word 'where' in this sentence refers a situation, not a specific place. The following examples might help to understand the concept.. - Have you ever been in a situation where you weren't sure what to do? - Sometimes you find yourself in situations where you're not sure what to do.