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This subject is covered in detail in Gradesaver's theme page for the novel.
Loneliness of the Itinerant Worker
If one theme can be thought of as defining the plot and symbolism of Of Mice and Men, that theme is loneliness. In many ways, from the outspoken to the subtle (such as Steinbeck's decision to set the novel near Soledad, California, a town name that means "solitude" in Spanish), the presence of loneliness defines the actions of the diverse characters in the book.
The itinerant farm worker of the Great Depression found it nearly impossible to establish a fixed home. These men were forced to wander from ranch to ranch seeking temporary employment, to live in bunk houses with strangers, and to suffer the abuses of arbitrary bosses. George sums up the misery of this situation at several points during his monologues to Lennie - "Guys like us, that work on ranches, are the loneliest guys in the world. They got no family. They don't belong no place" (15).
Of course, as George's monologue puts it, "With [George and Lennie] it ain't like that." He and Lennie have found companionship; they watch out for one another. And beyond that, they have a dream of finding a fixed place they could call home, a farm of their own. They are doing what they can to resist sinking into miserable loneliness, which seems to be the lot of so many other itinerant workers.
This dream, of course, does not come to fruition, and indeed Steinbeck seems to have designed his bleak world to preclude the possibility of escape from the cycles of loneliness and hollow companionship (whether found in drink, in prostitutes, in gambling) that come with financial hardship and dislocation.
Loneliness at Home
And it's not just the workers - most of the characters in Of Mice and Men exhibit signs of desperate isolation, including those who can be said to have settled into a permanent situation.
Candy, the only other character (aside from Lennie and George) who has an unconditional love for a fellow creature (in Candy's case, his old and feeble dog), is left utterly bereft when Carlson takes his dog out back and shoots it. Candy's immediate attachment to George and Lennie's plan to settle on a farm of their own can be seen as a natural emotional progression following his loss - he looks for new companionship, now that he has lost his poor dog.
Of the other characters, Crooks and Curley's wife also show signs of desperate loneliness, though they respond quite differently. Each is isolated because of special mistreatment. Because Crooks is black, he is shunned by the other men; as we see at the beginning of Chapter Four, he spends his time in his room, alone and bitter. Curley's wife also spends her days hounded by her mean-spirited husband; her attempts to reach out to the other men backfire and win her the (not undeserved) reputation of a flirt.
Both characters, despite their hard and bitter shells, reveal a desire to overcome their loneliness and win friends. Their efforts hinge on Lennie, whose feeble-mindedness renders him unaware of the social stigmas attached to the two. Of course both episodes - Lennie's visit with Crooks in Chapter Four and his talk with Curley's wife in Chapter Five - end (respectively) in bitterness and tragedy. Thus Steinbeck further reinforces the bleakness of life in his fictional world. The one man who could serve as a nonjudgmental companion cannot coexist safely with others.