Can i play online with people who has bought the game on steam?
Or will i have to suffice with so few online players in this game?

GOG and Steam servers are separated, so you an not play Grim Dawn online with Steam players. Solo is great, though!

i enjoy solo, dont get me wrong, but the lonelyness in this game.. Baaaa

I share your frustrations. The devs could implement crossplay between GOG & Steam to solve our issue, but they haven't.

I tried to join in on a thread on the official dev forums for Grim Dawn, in which another GOG user asked for crossplay to be implemented. If you add your voice too, maybe it will help. The more people who ask for the devs to add crossplay, then the more likely the devs might actually do it. That also goes for every other GOG user who wants to see crossplay implemented. Please add your voice too!

Here is the link to the thread I'm talking about:

http://www.grimdawn.com/forums/showthread.php?t=56581