Probably, as has been said, the most difficult thing when riding alone, is living inside your own head for a considerable amount of time. As my trips have tended to be reasonably long (1-2 months) this is initially difficult but after a while one becomes accustomed to this and one enjoys the little routines which develop. I ended up enjoying the time it gave me to think about every aspect of my life.

These days, I welcome being on my own and enjoy the freedom of action this brings....no-one to consult, no need to conform to another's pace or habits and the hard-won security that comes with successfully coping with the problems that come along, whether they be patching yourself up after an accident or repairing the bike. Again, when travelling in a foreign country alone you are is far more approachable and more likely to communicate with the natives and that for me is the joy of foreign travel.
I've read of tours, even in Scotland, which praise the scenery but have little mention of contact with the people, and I find this sad. Meeting new people from a culture different to one's own is to me the essence of cycle-touring.