Moving to a new city, state, anything can be extremely difficult. Especially if you don't know anyone there. This is exactly what I did a few months ago. Moving to Fort Benning, the farthest away I would ever be away from home knowing nobody but my husband and my puppy.
Plugging into a community is so important. My first resource when I got there was the FRG. I was hesitant because I had heard some negative things about the FRG and nobody had reached out to me. So I sucked it up and put my big girl panties on and made the first move! And boy am I glad I did. I met awesome fantastic girls! Not only did I meet great friends but I have also found a wonderful Godly community at PWOC (Protestant Women of the Church). I am so glad that I found a place to plug in.
However, I wouldn't have found any of this if I hadn't said yes to attending a few uncomfortable events, social, and mixers by myself. So my advice, put yourself out there, no matter how uncomfortable it makes you!