Okay, I'm about to play Baldur's Gate 2 after skipping Baldur's Gate 1. I noticed that at the early stage of the game, I will be accompanied by 3 characters for my party. Sometimes, I don't like to take care other characters in my party because it can be really annoying. I will have to customize, raise their skill individually and so on which I don't like.
Is it possible to actually play Baldur's Gate 2 all the way without any other characters in my party except for my own character?

Yes.
But you will miss out on those delighful, emotionally engaging romances which are so important in arpeegees.
Choices and consequences, man.

Just talk to the characters and select the option that says something similar to: "Wait here." or "I think we should go separate ways."

You haven't played Baldur's Gate before and are going solo the first time? Good luck.

If you decide to, make sure you dual- or multiclass your character, as thieving- and/or mage skills are very useful during the game.

I agree, game isn't designed for soloing on 1st playthrough...It's quite hard, and I don't like it anyway :)

Depending on your character soloing might be even easier than playing a full party.

Thanks guys for all the responds. I really appreciate it.
Now I know how to go for solo and also the importance of not go for solo.
I'll decide on these aspects later in the game.
Cheers.

The game is not designed for solo, to properly experience the game as intended, I'd recommend playing with a party. If not for the greater selection of skills and use of gear, then for the conversations the NPC's have with you and each other. Oh, and the side quests! Lots of them have unique side quests you don't get without them in your party.

I see, thanks.

You can make a whole party from scratch if you want! I would recommend it, others may not. Start a multiplayer game (make sure you're not in full screen as it won't work, at least not for me) set up a connection, create game then new game. From there you can create a whole party. Then after the game starts save and quit then move the save from the MPsaves folder to the regular saves folder then you can play with a full party in single player. That way you don't have to deal with the NPCs the game tries to give you. You'll miss out on NPC quests and stories but then you'll have a full party from the start that you can fully customize! Soloing seems like a quite a headache to me, at least on the first playthrough

Just play the game how you want to play it, how you think you'll enjoy it the most. Don't let others tell you what to do. There's no need to force yourself to experience everything, if you're more than 12 year old you might consider the writing of the NPC interactions more annoying than appealing for example.

If you're going to solo I recommend fighter/mage/thief, fighter/illusionist or fighter/mage for an easy game.

Muscab, I assure you the NPC interactions are actually quite well written. If they don't come across as such to some players it is either due to bad translations or possibly some fundamental wrongness with them as people..

If you are resolute about playing solo, I will echo kmonster's recommendation of Fighter/Mage/Thief. Focus on Detect Traps and Pick Locks until they hit 100, there are potions and spells for stealth. I'd keep a Wand of Monster Summoning, Cloudkill and Fire on hand too.

Basic and detailed information about your player character, straight from the libraries of Candlekeep. Find out about character abilities, alignments, classes, races, and spells

I dont think you understand the concept of this game OP.