When I first organized my study abroad trip to London I felt only one emotion, excitement. However, as time slowly inched towards my departure date I began to have feelings of anxiety and nervousness as I was about to enter an entirely new world. These feelings were quite strong the first few days and the urge to book a plane ticket back home nagged at me. However, as I write this, I am in the third week of my program and have settled down completely and trust me when I say, you will be okay.
In those first few days when you are adjusting, please give yourself the grace to understand that you are extremely tired and over stimulated from your flight and orientation to the new country in that first day. I highly recommend getting some form of sleep on the flight as I did not, and this played greatly into my mental health within those first few days. Once you have arrived in this new place, understand that your peers within the program are feeling similar things as you are all acclimating to life in an unknown environment. This shared feeling will allow you to make friends with a simple introduction and explanation of why you are studying abroad, which I felt was a great ice breaker question.
Apart from meeting new people, also understand that your advisors, professors, and program staff are all there for your benefit. If I ever had any questions, I would immediately go to someone who was familiar with the program and the host country. I would ask anything from how to navigate the public transportation, how to find the best areas to hangout, or even what I should eat for food that day. They are more than willing to help and it is a great safety net to have behind you.
My last short piece of advice is to call your family and friends if you are ever feeling any emotions that you are unsure of. If I was feeling homesick, I would call my parents and friends who would then support me by saying I was not missing anything back home and that I was expanding my horizons by studying abroad. Rely on them for the lows of the experience, but know that you will eventually acclimate and you will LOVE yourself for making yourself study abroad.