If you feel alone, left out, and devastated, you feel desolate. A deserted, empty, depressing place can be desolate too.
If you know the word deserted, you have a clue to the meaning of desolate, a grim word that can describes feelings and places. When a person feels desolate, he feels deserted, lonely, hopeless, and sad. When a location is desolate, there's almost nothing there. Think of a rundown cabin in the middle of nowhere, with no running water and no stores or other people anywhere. That's a desolate setting. Being in a desolate place usually makes people feel desolate.