There wasn't anything, at first.
There never had been, really. He wasn't that sort of man. There was work. There were his thoughts. And there was the occasional, surreptitious self-abuse in the dark, but he was human, after all.
And then, to his great surprise, there was a man. It seemed as though he'd only blinked, then opened his eyes, and there was Watson, talking and laughing and apologizing and kindly intruding upon Holmes's life.
So then there was a friend.
And then, striking like lightning, leaving iridescent impressions behind his eyelids - to Holmes's eternal consternation, there was love.