can you play by yourself ?

[NecroDamer(Praise the Hive)]

or is it online only ?

[Superku]

Only when Steam is running in offline mode you're all by yourself (except when no one else is playing it), otherwise it will automatically connect to other players.
You can disable the live ranking on screen though, as well as hide the in-level leaderboard, hide all player names and their profile images.

[Karigard]

Please consider adding an option to hide other players. They can get very distracting and it's not like you can interact with them in any way.

[dgoins45]

yeah, I wish you could toggle online or offline because every time someone joins my game freezes or lags out.

[WhatTheFlip]

You can make your own lobby