-When people send me tells, I reply to them "I walk alone." Then they start to bug me about it and won't leave me alone.

I can see this happening in CF, as the most effective ranking is done in the groups of three people. If they keep bugging you, it is probably because they need you and want thus want you to join them. Ranking is a good way for you to learn where you can rank your character at certain level and it is also a good way to make friends, as when you start a new character, he doesn't have friends yet.