As stated in the title, the protagonist is a man who realizes that everything around him is gone. Not as in a deserted city/country/world, but as in there's nothing but emptiness around him. I think the emptiness is white, but not sure. He's sitting on a small piece of land that has somehow survived. It sticks in my mind there is an illustration in the story of him sitting on it, dangling his legs over the edge.
The protagonist may or may not have random encounters with bits of reality floating by - not really sure. What I can remember for certain is that a woman comes striding out of the void and expects him to remember her. The protagonist doesn't recognize her, which upsets the woman greatly.
It turns out, she sat in front of him at a high school or college graduation ceremony many years ago. IIRC, she was embarrassed because her period started during the ceremony, and she was wearing a white graduation robe. The protagonist gave her his mortarboard or something similar to cover herself up.
Because of that act of kindness, she developed feelings for him and somehow years later eradicated reality except for the two of them through sheer force of will. I think she may have had a line about "I did it all for you!" Angered that the protagonist didn't remember her, she storms off into the void, leaving the protagonist to ponder what to do next.
100% certain I read this in one of the mainstream sci-fi magazine. It was one in my dad's collection, so I'm almost 100% certain the particular issue was from the 70s or early 80s.