Know that there's a good chance some feelings of melancholy will develop after a month or so. The stages of culture shock are often described as a "W-curve." The first loop of the curve begins with a high point, or "honeymoon" stage in the host country, and then descends into a period of culture shock. The curve turns back up again as one adjusts to his new surroundings.
Try to meet people. Get involved in the community early on so as to diminish the blow of hitting the "culture shock" part of your stay. If you already have a friend or two, or at least a few activities you can participate in, you won't feel so alone.
Use any academic or non-academic interests you may have to form bonds with people. Join a local recreational sports team, find a town orchestra to play in, or take a class at a local university or night school. The more occupied you are, the less you will think about homesickness.
Look for people with a lot in common with you. If you are living in a big city, there will likely be other foreigners around. While it's always recommendable to focus on meeting and establishing friendships with locals, fellow foreigners will be able to relate to culture shock and homesickness.
If you're living with a host family or studying abroad with an exchange program, talk with a program volunteer about any problems you're having. Often, they have great advice, and they can introduce you to other people who might be going through similar transitional difficulties.
Monitor your progress. Make sure that you are getting to feel better. By the fourth month, you should be settled in and adjusting to your environment. This signals the upward curve in the first loop of the "W".
Take care of yourself by giving it time. Avoid going home in the first five months. It can awhile to fully adjust, and there's a good chance that you will regret not pulling through if you do go home.
