Going through high school, I've seen many people change who they are to fit into their social surroundings. I can't say I'm entirely innocent of this principle, however, lately I have been more aware of it. I used to worry about what people thought of me in regards to who I'm sitting with, what I'm wearing, or whether or not I'm sitting by myself. The truth of the matter is, it doesn't matter at all. The only person that we need to make happy is ourselves; forget fitting into the social norm around us. Do what makes you happy... I am trying to practice this concept every day. It is way more difficult that you'd expect it to be.
This also falls under the cliche term of being unique. Although I like to think of myself as "unique," that is not the concept I'm trying to explain. I'm trying to say that you should be who YOU want to be, and not who your social clique thinks you should be. If you want to go out to the deli by yourself, so be it. You don't have to be with a group to be considered "cool" or "safe."
Be who you want to be. It'll make you feel more secure about yourself in the long run.