The theme of isolation is introduced at the very beginning of the poem. There is only "a" knight—not ten knights, not a lot of knights, just one, uno. This may be a reflection of the fact that the knight is so consumed with his task that there isn't room for anybody else.
And o'er his heart a shadow Fell as he found No spot of ground That looked like Eldorado. (9-12)
The knight is isolated from people and from his goal in life. He is never able to find Eldorado. In other words, he is disconnected or separated from something that is very important to him.
And, as his strength Failed him at length, He met a pilgrim shadow— (13-15)
The knight meets a "pilgrim shadow," but we still feel like he's isolated. The "shadow" is just like the knight, who is also a "pilgrim." In other words, he talks to himself, or some version of himself (just think of a little angel or devil on his shoulder). The knight has no more opportunities for human community.