When I first moved here, I was in a similar situation. No friends, no family. Just me, my apartment, and work. For the most part, I was just fine with it, I like being alone, but there were times when I was lonely. To get past those times, I’d go for long, exploring walks of the city, geocache (which also sent me all over the city), or do things to meet people. I took dance classes, participated in NaNoWriMo—especially the write ins, found a charity to volunteer with, and during NaNoWriMo met my boyfriend.
I also spent and still spend a lot of time on the phone with my mom and friends. I had a few friends who are also basically the only person they know where they are, which helped. I could call them and we could whine together about being so alone. And of course, in doing so, feel less alone.
It’s not easy to make a place for yourself (or at least, it wasn’t for me, I’m shy in real life), but it’s really worthwhile.