Hi blueangel11
Moving away from family, friends and everything familiar can be really hard, so be kind and compassionate with yourself. Of course there are people who thrive on newness, and there are people who don't have strong bonds with family or surroundings, but for the rest of us it's an adjustment.
My ex-husband has very itchy feet, so we moved around a fair bit during the 9 year marriage -- through England, Canada and Australia. I remember having a meltdown in a grocery store in Brisbane because I couldn't find applesauce. I think that I was so far past my limit for adjusting to the unfamiliar that the fact that I couldn't follow the logic of where they would stock applesauce became an indicator that I'd never fit in there. (When I got over my meltdown and asked, I was told that they, of course, stocked applesauce with ketchup, mustard, and all the other condiments -- if that makes as much sense to you as it did to me, it's because it goes with pork.)
As it turned out, I loved Brisbane and I fit in very well. Differences, of course, but once I started to get to know people, the differences became interesting trivia. (I've got tons of them, as well -- did you know that at school bake sales cake with fluffy chocolate icing sells much better in England than does pineapple upside-down cake? In Brisbane, however, fluffy chocolate icing melts in the heat and humidity and then the top layer of the cake slides off and the thing doesn't sell at all -- pineapple upside-down cake would have been a great idea!)
The key to finding your feet in a new place is to get out and be active -- not the easiest thing to do when you're depressed, but if your depression stems from feeling lonely and isolated, then some small steps may make a big difference. Depending on what your interests are, you could join a gym or a yoga class or take a pottery course or join the local garden club -- something that will allow you to meet people with like interests. Kids and dogs are both helpful in getting quickly established, but I don't know if you have either...
You're still going to miss your family and home, but once you find your feet in your new place, chances are that you won't feel quite so lonely and isolated. :)