Going hand in hand with loneliness is a strong feeling of missing your friends and family back home, this is all born out of the fact that you have upset the familiarity in your world and removed your anchors and stability in life. You need to remember why you have moved abroad and hold on to the positive reasons you have. You need to know that in a relatively short period of time you will settle down in your new life and thoroughly enjoy it and get the best out of it. In the meantime you can take practical steps so that you maintain good contact with those back home.
Set up Skype and a webcam so that you can keep in touch for free. Invite people over to stay with you and plan a time in a few months when you will go home or meet up with friends or family part of the way home perhaps in a new destination you can all explore and enjoy together.