Did you feel euphorical and ready for a great new adventure when you arrived in a new region or a new country to settle in? Most people don't. On average, around the first month after the entry in a new country, feelings are quite negative towards the entire experience. Many studies done in sojourners show that levels of depression are higher after the arrival than before (observations were done in international students and visiting scholars, for example Japanese arriving in New Zeeland, Chinese arriving in Canada, Singaporians arriving in New Zeeland) . Even 6 months after arrival. Things start to get better after about 4 months, 6 months or one year depending on people's expectations at start and their preparation, and depending on the differences between the culture of origin and the culture of arrival. A small portion of people, about 10% according to one study, seem to do better after the arrival, show great enthusiasm and happiness, but the overwhelming majority feels really low. In some studies, more than 50% of the sojourners interviewed in the first months after their arrival showed clinical symptoms of depression!
There are big problems, big life changes, the anxiety of the unknown, the daily hurdles that aren't easy to solve anymore... and a terrible lack of resource: poor if any language skills, little prior information and few ideas on where to find information (from getting a visa to finding a good shampoo!). And most of the times no family and no friends, sometimes no partner, to share the daily frustrations and get some comfort when it's time to melt down. So the adaptation challenge is massive, and the stress very high! After a few months of stress, mental health and physical health are at high risk.
[source: Ward et al. The Psychology of culture shock. 2001 gives an overview of the studies run in 'sojourners': international students, visiting scholars, and expats]
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