Is it bad that I've never been in a relationship or even close to one in any way?
Why haven't you been in a relationship?
I'm a shy person and I have a hard time making friends, so I guess it's part of my nature to be alone.
While it is expected to be in a relationship, it is also okay to be alone. As long as you are happy it is okay to be alone better than being in one and being unhappy.
I would like to find love one day.
When you are ready you can find love but you do what you need to do until then.