Everyone is different, so this makes it difficult to answer this in regards to you specifically when the reasons people feel this way can be so different.
I can only speak for myself, but for me this feeling you are describing is for a number of reasons...
The main one for me is probably due to me never feeling like I ever "fit in" anywhere. Never feeling like "I belonged". You see, I never really had a group that I could point to and say "hey, those people are like me" unfortunately.
In school I never fit in with the sporty kids, nor the nerdy kids, nor the "cool" kids, nor the "anti-establishment" kids, nor the "weirdo" kids, nor the anti-social" kids etc etc etc. Out in the "adult world" (cough, cough)... I found the same thing. While people always had some kind of "community" that they felt a part of and that they belonged to and that represented "WHO they are"... I really never did.
Therefore, I can only really relate to people (and them to me) within very strict limits. Within extremely limited boundaries. This lack of connection to others, or of what is referred to as "common ground" always made me feel as you said... empty.
*(Another reason I have is far more complex. As it involves the obviously entirely absent ambition and lack of any long term goals that currently humanity is apparently happily content with not having in exchange for... ummm the latest iPhones, Netflix and being offended on social media I suppose? That for me, makes the whole system we are a part of painfully unsatisfying and makes me feel "empty". But that would require a book to explain and I'm sure is not what you want to hear).
It appears that for most people who feel this way it is often due to feeling a distinct lack of connection to others and anything around them. And that missing feeling is interpreted by them as "feeling empty".
If this is the case for you... then I guess the best way to get rid of it is to either try to find people who are "like you", or to find something you are passionate about and try to involve yourself in it beyond what an "average" person would.
I hope that you find something that fulfills you, and fills up that empty space you feel is inside of you...
