The answer to your question is in chapter 2:
The youth called in a savage voice after his comrade: “Well, you needn't git mad about it!” But the other continued on his way and made no reply.
He felt alone in space when his injured comrade had disappeared. His failure to discover any mite of resemblance in their viewpoints made him more miserable than before. No one seemed to be wrestling with such a terrific personal problem. He was a mental outcast.
Just before his comrade walked away from him, he and the young Henry had been speculating about how they would react when the fighting started. Henry asks the soldier whether he might run in the heat of battle, and the soldier rebukes him for asking such a question. Henry considers himself a "mental outcast" because all of his fellow soldiers feel the same way as this man. None of them would even consider deserting their posts in battle. Henry is alone in doubting his own bravery. He fears that he might prove to be a coward, and he keeps these thoughts to himself. Right now he is only a mental outcast, meaning his thoughts are not the same as those of the other soldiers. If he expressed those thoughts aloud, he might become a real outcast from them.
In Henry's mind he was the only soldier who he thought was scared of war. He thought he was the only one who was afraid of fighting, who was having scary thoughts about what the outcome would be to shooting someone. This is why he felt like a mental outcast. However, he could never truly know how the others felt, and more likely than not the others simply lied about how they felt and probably felt the same way Henry did.
Henry had the idea that when he went into war he would just simply be saving people left and right. Once he got into war though, he starting having thoughts about possibly rnning from war when they got into battle. Henry was very embarrassed by this and continually asked other soldiers if they were scared or would even consider running away from war once they got onto the battlefield. He felt like a "mental outcast" after he asked the loud soldier if he would ever consider running from battle, and he replied saying that he would never run from war. Henry felt as if he was the only soldier on the battlefield that felt they would run from battle.
There is a quote in the book that says, "Some of the tall one's companions cried with emphasis that they, too, had evolved the same thing, and they congratulated themselves upon it. But there were others who said that the tall one's plan was not the true one at all. They persisted with other theories. There was a vigorous discussion.
The youth took no part in them. As he walked along in careless line he was engaged with his own eternal debate."
So Henry didn't associate or interact with anyone as they were marching. Everyone else engaged in conversations and debates, and Henry kept to himself and focused on his thoughts. This problem that Henry was dealing with greatly affected and bothered him, and he spent all of his time focusing on it.