Not all of the characters in John Steinbeck's novel Of Mice and Men traveled alone. In fact, one of the greatest problems shown in the beginning of the text happens when the boss and other workers at the ranch question George's traveling with Lennie.
Typically, men did travel from place to place on their own. They would show up to work for a short period of time before moving on. This type of work was done so that the man could move easily from one part of the country to another.
The questioning of George and Lennie pairing up made other men question the relationship because it was not typical. Men did not travel in pairs. If they did, people would question the relationship--were the men homosexual, related, or was one man trying to take advantage of the other?
While loneliness is a large theme of the text (as seen by Curley's wife, Crooks, and Candy), George and Lennie truly have each other. They look out for one another and their plans for the future include both of the men as well.