This is a song that Cheryl wrote in a hotel room when she woke up a little lonely. Here is how Cheryl described it:

I woke up with an odd sort of blue feeling on the morning of March 7, and was surprised to feel that way since I've been pretty happy lately. I kept puzzling about it and got this vibe that there was this little sad feeling that had been left in that hotel room by a previous guest and had no where to go. I sort of felt sorry for the little sad feeling and was glad it had me to get into, so it wouldn't just be there in that hotel room forever.

The original title was "A Loneliness", but Cheryl didn't like that, so she changed it. You can watch Cheryl perform Little Lonely Thing on YouTube.