First, I backpack in the East, where trails are perhaps easier to follow through the woods, and you're rarely more than a few miles from a trailhead, road intersection, or other "handrail" such as creek to follow. That automatically lowers the level of risk you have to accept to hike solo around here.

Although I generally agree that it's a good idea to have experience on group backpacks before that first solo hike, I have to admit that my second backpack ever was my first solo trip. My first backpack (no prior camping experience) was with my son's Scout troop, led by a well-intentioned Scoutmaster with (I know now) questionable expertise. (SM: "We're not taking tents; they're too heavy. We'll sleep under the stars." Me: "What if it rains?" SM: "It won't." Me: "OK") Fortunately, it worked out well, and I got totally hooked.

I then found a copy of The Complete Walker (the original), and read it cover to cover. My knowledge grew exponentially, and Colin Fletcher made it seem eminently do-able.

So, my second trip was a solo trip to a park in southern Ohio that had a 12 mile and 25 mile backpacker's loop. I picked the twelve mile loop, put out a water cache, and hiked me and my 30-ish pound pack (light, by 1980s standards) successfully down the trail to the campsite. Along the way, I found myself lost for a few minutes; I followed Fletcher's advice to stop, calm down, and figure it out, at which point I discovered the blaze I was looking for was on the tree I was leaning against. I found the water cache, right where I left it. Slept under a tarp, cooked a simple meal, and had a great time (even though it rained lightly for a bit during the night.) And, in the process, I gained a lot of self confidence.

My point: It's possible to go solo almost from the start, but if you do, make sure you do everything you can to limit the risks involved and do your homework. Learn to read too maps, plan, make lists, and choose a very obliging season (early September in Ohio is pretty obliging.) Don't set overly difficult goals (mine was 8 miles on day one, and 4 on day two), and ease into it. But don't sit home waiting for someone to ask you on a trip-if you can't find someone, venture out on your own, but be smart about it.