Could some one please help me understanding this line from a song?

1. I'm not sitting here alone. i'm just sitting by myself.

I wonder what the similarity or difference is between:

Alone and by myself/ by yourself/on myown.

Thanks you very much for your help.

It probably means that the person sitting alone "literaly"... feels they are not alone because they feel that someone else is with them spiritually.
It sounds like a play on words. We need more of the song to see what point he's trying to make.
"Alone" is more poetic and has a broader meaning.
"I feel so alone," is much more common that "I feel so by myself."
He probably means that physically he's by himself but emotionally/spiritually someone is with him.

"On my own" could mean that you live alone, or it could mean you want to be personally responsible for the completion of some task. "I've got to be able to do this on my own / by myself."