Step 1: Don't Panic
The Hitchiker's Guide To The Galaxy had this one right...whatever you do, don't panic.
Words To Live By
Just recently, when Juls was visiting me in Vichy (where I am currently attending a French immersion course), we were having breakfast when what I assume was a new student to the school, and likely a new arrival to France, had an emotional breakdown on a payphone on the street. She was Asian, and didn't seem to speak much (if any) French, and was what my wife calls, "ugly girl crying" to someone on the phone. Luckily a person did stop and seem to calm her down, but it is a common reaction and one I am familiar with. I have certainly never ugly girl cried, but I have panicked when arriving at new homes, and can honestly say I did a bit when I arrived in France too.
The plain truth is, it is going to be different, it is going to be scary, you are going to be lonely...BUT, you will survive, it will get easier, and you may even enjoy it. We have had counseling (provided by Total) that prepared us a little for this, but even still it is difficult. The only real advice I can give is:
1. Don't mope, pull your socks up and get out
2. Talk to people, even if it is difficult, meeting just one nice person will give you a sense of comfort
3. Hold it together, having a breakdown is not going to help your situation, if you need to shed a tear do it, but get it over with, move on and don't look back
Step 2: See Other People
I am not a philanderer, I mean see other people who are in a similar situation. For Juls and I, that primarily meant finding other expats in Paris (which was surprisingly easy). In a city the size of Paris, and in most European cities, there are tons of options to get in touch with people. In the 2 months Juls has been here (1 month for me) we have become involved with.
1. The Total Canadian Expat Group
2. The Total International Expat Group
3. The Paris Expat Canadian Meetup Group (www.meetup.com), the site works for many countries
4. The Paris International Meetup Group
There are tons of others as well, but we have found that just between these four there are enough activities to take up every other night.
I should point out that Step 2 was particularly important to me, as when I arrived Julia hadn't planned anything other than "I thought we would just be together all week", which sounds great in theory, but when you are new to a place, you will likely not want to be alone with someone else new to the place. You want to talk to people who have been through it and can give you advice...Juls realized this about 1 day after I arrived...
Step 3: Take It Slow
When you are a tourist you need to see everything as fast as possible. You only have so much time, and there are so many things to see after all. However, when you are going to be living somewhere, you have time...On my second day in Paris I found myself being led in hand by Julia to: The Louvre, Notre Dame, Saint Michel, The Eiffel Tower, and The Champs De Elysee all in about 10 hours...That is both physically, and when you have just moved to a new country, emotionally taxing. I recommend against this misguided (although well-meaning) tact. Instead, realize you have time, go see an event or a monument if you need to feel like a tourist (it's actually relaxing), but don't overwhelm yourself...Make sure you take time to learn your neighborhood, the stores, the roads etc.
After all, that is what you would do if you were moving to a new home in your own country.