You've discovered what countless people before you have realized: A city can be a very lonely place. I think of the paralyzed man in Jerusalem who could find no one in that large city to help him -- until Jesus came along and healed him (see John 5:1-9).
I don't know if you made a mistake moving where you did, but God knows your situation, and He wants to help you overcome it. What can you do? First, seek out a church where you can meet others your age and begin to establish some lasting friendships. This isn't the only reason for going to church, of course; God wants you to get to know Him, and one way to do that is through a church where Christ is preached and followed. But God also can bring you into contact with others through a church, including some people who may be just as lonely as you are.
An active church also may offer opportunities for you to participate in community service projects or other programs. Volunteering for a service project not only will bring you into contact with others, but will also assist those in need. The Bible says, "Do not forget to do good and to share with others" (Hebrews 13:16).
On the other hand, don't seek to overcome your loneliness in wrong ways, or in wrong places. Instead, seek God's will in all things. Above all, put Christ at the center of your life. God loves you, and He knows what is best for you.