Yes, when I was just shy of 21. New province, new language, new university... Technically, I knew two people in town, but I never saw them.
What helped me a lot was that I immediately got involved with a very vibrant, welcoming church. To give you an idea, I was there for only three weeks and someone threw me a birthday party. (She was later my maid of honour.) So I do think it is of utmost importance to develop a social network fairly quickly.
Fortunately, I am quite good at meeting people and adapting, but even so, it was a tough year. I think now it would be easier to stay in contact with people back home, which might soften the blow a bit more.
I've moved a couple of times since then (although with a family in tow) to cities where I knew no one else or very few people. And I might have to do it again. I have to admit, at my age, my enthusiasm for starting over yet again is waning. But at least I know I can do it.