The primary key to going out alone is to not be self-conscious about it. As long as you do not think that its weird, neither will the other person. It's only when you try to cover up the fact that you are alone and come off as being embarrassed about it, that it hurts the interaction.

Simply tell the truth, but with a strong confident frame when asked questions such as "Where are your friends?" E.g. "My friends didn't feel like going out tonight, so I came alone."

You will be surprised how often the other person may actually be impressed by your self-confidence.

When it comes be being out alone (or really anything else for that matter) do not feel the need to qualify yourself. Becoming defensive, acting ashamed or actively qualifying yourself are all unattractive traits that you want to avoid.

The ability to go out alone will free you from being reliant upon others and will allow you to take your self-improvement journey fully into your own hands.

Full Video on topic plus tips for going out alone: https://youtu.be/qyaanL7A_lY