If Jesus is all I need, then why I do I feel like I need to belong to a group of people?
Jesus is all you need as far as salvation is concerned, but he never ordained that we should make it alone in this world.
Christians are the body of Christ, and Jesus Christ is the head of the body.
A body has many different members, and they're all reliant upon each other in order for the body to be healthy.
So, too, is the church.
We read:
I Corinthians chapter 12
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12] For as the body is one, and has many members, and all the members of that one body, being many, are one body: so also is Christ.
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13] For by one Spirit are we all baptized into one body, whether we be Jews or Gentiles, whether we be bond or free; and have been all made to drink into one Spirit.
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14] For the body is not one member, but many.
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15] If the foot shall say, Because I am not the hand, I am not of the body; is it therefore not of the body?
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16] And if the ear shall say, Because I am not the eye, I am not of the body; is it therefore not of the body?
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17] If the whole body were an eye, where were the hearing? If the whole were hearing, where were the smelling?
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18] But now has God set the members every one of them in the body, as it has pleased him.
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19] And if they were all one member, where were the body?
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20] But now are they many members, yet but one body.
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21]
And the eye cannot say unto the hand, I have no need of you: nor again the head to the feet, I have no need of you.
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22]
Nay, much more those members of the body, which seem to be more feeble, are necessary:
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23] And those members of the body, which we think to be less honorable, upon these we bestow more abundant honor; and our uncomely parts have more abundant comeliness.
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24] For our comely parts have no need: but God has tempered the body together, having given more abundant honor to that part which lacked:
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25] That there should be no schism in the body; but that the members should have the same care one for another.
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26] And whether one member suffer, all the members suffer with it; or one member be honored, all the members rejoice with it.
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27] Now you are the body of Christ, and members in particular.
What do you call a body with missing or non-functioning parts?
You call it such things as crippled, paralyzed, disabled, and dysfunctional.
What you're feeling is "normal" in the sense that you're lacking the necessary fellowship of other believers.
If it's any consolation to you at all (I doubt that it is), then I've been missing the same myself for basically my entire life.
Anyhow, this is the way that God desires it should be:
Ephesians chapter 4
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15] But speaking the truth in love, may grow up into him in all things, which is the head, even Christ:
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16] From whom the whole body fitly joined together and compacted by that which every joint supplies, according to the effectual working in the measure of every part, makes increase of the body unto the edifying of itself in love.