Only

"Only" means with no others in the same group or of the same type.

They say that I was the only one who could understand what my brother said when he was a baby.

"Alone" means without or separated from others.

He lived alone for two years before he met his wife.

"Lonely" means unhappy because of being alone.

He's been very lonely since his children moved away from home.

Only / Unique

"Only" expresses singularity, not more than one, in a specific time or place.

He was the only student in class on Friday.

"Unique" adds that this singularity is extraordinary, exceptional, unequaled.

He's the only player to win the tournament five times in a row.

Nobody else has been able to accomplish this.

He's truly unique.

Exercise: Alone - Lonely - Only 1