No one got to where they are in one big leap. Whenever learning anything, it's all a process. This is especially true when you are in a new environment. From different cities, to different state/province, different country and continent.
The culture shock thing is just something you need to embrace. It's like getting used to cold showers, there is no way to learn it easily, you can mentally prepare, but you need to do the work to get used to it. Each subsequent time gets a little easier.
If you are pursuing something and begin to think, "this ain't me" on the other side of your shoulder there'll be a voice whispering, "but you've already put so much time into this." That's sunk cost fallacy.
That last summer as a college boy, I worked as an accounting intern. I was working a day job and living on my own. I was set. But I failed to leave room for adjustment.
Work, school, work, school. I got blown off by my professor as being nothing special because I wasn't. I was in a premature rat race where I put in 100% of my efforts towards meeting obligations and 0% towards going after dreams.
Making the move away from Corporate America and jumping into the vast unknown has been the best decision I've ever made in my life. I've learned more by doing rather then years sitting in a classroom (or standing in an office).
The practical choice ain't always the right choice, but that's the choice I made in high school.