Friends keep asking to borrow books from me, but I don't like lending my books to other people
Not even to friends? Why you don't like lending your books out?
I never get them back! And then wonder who I lent it to.
I think that it is fine to not share your books. They can be sentimental and it can suck really bad if they end up getting lost or not returned.
My favorite book once got lost in my room.
Sound like you might need to straighten up your room. The book wouldn't have gotten lost in a room that's neat and tidy.