In one way, the Old Testament narrative is sad: God's law was rejected, His people wandered from Him and their hope of a Messiah faded.  But God had not abandoned His people: in every generation there was a remnant who believed God's Word, and faithfully anticipated His Messiah (Isaiah 10:20).  Some keynotes of that line of faith are found in Matthew 1:1-17 and Luke 3:21-38.  The Apostle Paul said that he also became one such person; although he had been rebellious towards the gospel, God gave him grace to believe the truth and be born again (Ephesians 3:8).  

Elijah had despaired (1 Kings 19:9-10; 1 Kings 19:14).  He could not see anyone else who trusted God, and thought that the salvation of Israel was his sole responsibility.  But God knew better.  He had seven thousand more believing and faithful prophets waiting to be used (1 Kings 19:18).  It is a mystery how God calls people to trust in Him; but we may be sure that God never leaves Himself without witnesses.  He gives grace to even the weakest and the worst so that they can repent and believe the gospel.

Paul wrote this to assure the Christians in Rome that God would not reject Jews from Christ's church; they could receive the grace which had been extended to everybody else (Gentiles).  This is still good news for those of our Jewish friends, as well as those who come from a wide variety of faith backgrounds - the gospel is God's call for everybody to receive forgiveness and grace through Jesus Christ (Romans 1:16).  

In addition, those who are spiritually lonely can be comforted that they are not the only believer.  Other Christians might not have identified themselves, but God has His people everywhere.  He knows how to keep the light of Christ alight in even the darkest of communities.  So do not think that anybody is outside the scope of His grace; and do not despair that you think you are the only believer.  God keeps His secrets well until they are ready to be revealed.  And when they are revealed, rejoice and glorify God for the gospel of His grace.