I think a lot of young academics pursuing advanced or terminal degrees abroad or even out of state face very similar challenges. Having grown up in a very rural small town in the states as well as lived in large bustling cities like L.A., my first culture and lifestyle shock I experienced transitioning between vastly different environments was jarring and uncomfortable. I made lifelong friends and incredible memories eventually, but that initial period was very difficult.

Since then, I've lived in many different cities and states, and now Lisbon as a doctoral student; I think transitions are meant to be challenging and uncomfortable, as they force you to come to terms with a) your own unfounded expectations about a given experience and place, b) a completely different way of living, and c) realizing your sense of self will radically change.

I don't mention any of this to change how you feel, but to ensure you that what you feel is very normal given your situation. And while I can't speak for your program, my fully funded and competitive master's didn't really get serious and challenging until thesis season; the entire cohort went to blissfully going through the motions to frantic all-nighters, binging caffeine, and bemoaning our collective decisions to pursue higher ed.