I guess the question should be asked how does one role play when one is alone?
By using their imagination. Put restrictions to your character. I.e. I came up the fear of thunder one day as a Morrowind character roleplay... he starts to go berzerk whenever there's thunder, even though he is kind-hearted otherwise. Things like that. Don't think the game as something to "go through", but more as an "experience".
I play Skyrim right now with
- an Altmer mage (College, Daedric quests) that has evil intentions and will become an outlawed necromancer
- a Nord that will do Companions, Stormcloakms and become Dragonslayer, otherwise exploring the dungeons and doing all sorts of humanitarian, honorfull and stupid deeds, be they quests or not

- an Argonian assassin/thief (DB, Thieves Guild) who is a cold-hearted professional killer. Your basic smug guy from any movie really, except kills for the profit. No bs and nothing personal, just coin
- and recently started Imperial bard (Bard's College, Imperials), a kind of weakling who tries to negotiate himself out of trouble. (Doesn't really work in Skyrim though.)
That, or play Daggerfall and explore the whole map if you really want to be a completionist.