Other forms: lone wolves
If you prefer to do things on your own, including taking care of problems and working on projects, you can call yourself a lone wolf, or a person who prefers being alone.
A person who's a lone wolf is solitary and often alone, but she isn't necessarily lonely, since she prefers her solitude to socializing with others. It's a bit uncommon for a person to be a lone wolf, and it's equally unusual for an actual wolf to live and hunt alone, as wolves are naturally social animals. It does happen, though, and the figurative expression lone wolf has its roots in these solitary wolves.