Very annoying, please fix.
The game normally connects you with people which are nearly the same Power Level as you, so if you are too low or too high, it might be difficult. Also, if you are on console, make sure to have the right time settings. You can change the time and date and the game tries to search for people with the same time. If there are no others, you get queued solo. (This is normally used if you want to do a Matchmaking activity like a Strike solo)