These days it's very common to live abroad for some months or even years. But, as in all things, there are advantatges and disadvantatges.
On the one hand, you can meet new people and learn some cultures, maybe very different from where you come from. Secondly, you can be more independent and do whatever you like whenever you want. Furthermore, you're able to improve a new language so as to comunicate with other people.
On the other hand, you will probably miss your relatives because you're far from home and there you don't have your family or best friends. Maybe, that's the reason why, at first, you feel alone and with nobody to turn to.
On balance, it is very positive to live abroad for some time. Although you can feel alone the first days in the country that is not yours, you can make new friends. Moreover, with this experience you are going to be more open-minded.