Most students step out of their comfort zones when they start going to college. This experience in itself is overwhelming enough. Additionally, if you are studying in a university that is in a different country or a continent from your home then it amplifies the pressure. Feeling alone and depressed is very obvious. In situations like these, it's very important to remember that you are not the only one who is going through such a thing. Almost everyone who is studying in a different country experiences anxiety and the feeling of being left out. On top of this, cultural shock is another problem that one must tackle. Studying in a different country makes you realize how different people are and what different cultures they have. It may take time for you to understand and amalgamate with them but the trick is to trust the process. Give yourself and others time. Try to mix up with everyone. Go out and join clubs and social groups along with people of alike mindsets. Never undermine the importance of a good company. Avoid living alone and try to have roommates as they keep you entertained. Select your university after doing research so that you know there are like-minded people there.