Spinning while concentrating on the scene works for some, but others must be more creative. Opening a door to a new scene is classic. Using a point 'n click map can work, too. Super speed can get you to your destination in a flash. If you can spawn a cartoon hole (a la Wile E. Coyote), then you're in for some fun times (mirrors and walls work, too). My favorite method is using a picture (off of a video case) and hopping in. Quirky, but it works.

I'm afraid I can't provide insight onto why you are isolated in your dreams. Perhaps it reflects an introverted personality, or maybe a belief (such as "because I'm dreaming, I'm really the only one here"). Try entering a subway, a restaurant, or a mall, because we often associate these places with crowds.