Last Epoch, like Path of Exile and other similar titles, has the option to play Solo Self Found (also known as SSF). It has several settings you can choose to make this challenge mode work perfectly for you.
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As the name suggests, Solo Self Found is a setting in Last Epoch that limits your ability to play or trade with other players. While you can choose to disable trading with other players by not choosing the Merchant's Guild faction, you can still form groups with other Last Epoch players online during normal play. However, if you like the idea of true SSF, you can enable this setting while creating a character. When choosing the type of SSF you want to play, you can also choose between normal and hardcore as you go.
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When you want to create a new character, there are four options on the left side of the screen: Normal and Hardcore, and two different challenge modes called Solo Account Found and Solo Character Found. Solo Account Found means that you cannot play or trade with other characters or the Bazaar, but you can trade items with all characters on your account.