Why is Texas called the "lonestar" state?

No really, why? I live in the northeast most part of the US and have been seeing a lot of Texas license plates around this past holiday weeekend and it got me wondering, how did Texas get it’s nickname as the “lonestar” state? Were the other states not good enough for them so they had to stand out? Someone told me it had something to do with cowboys being lone rangers but I was not buying that one.