Staying positive and open to new experiences helps tremendously when going through any period of adjustment. Initial difficulties are common when adjusting to a new environment, no matter how experienced you may be. In the context of an unfamiliar culture (and possibly language), a new home, a new school, new employment, and new community will take time to get accustomed to.
Culture shock is a period of ups-and-downs, which may be characterized by a loss of confidence, or feeling lonely and homesick. It can also include physical symptoms such as appetite changes, sleep-related difficulties, and stress-related pain. If you are relocating with a spouse, partner or children, the changes can stress your relationships as well.
Here is some additional advice for dealing with and lessening the effects of adjustment:
Yale Health Plan