I don't know if moving there was a mistake, but I do know this: God has lessons to teach you through this experience, and the biggest mistake you could make would be to ignore them. May the Psalmist's prayer become yours: "Show me your ways, O Lord, teach me your paths" (Psalm 25:4).
What lessons does He have for you? Perhaps the most important is to seek God's will for your life, and not simply your own desires. God loves you and knows what is best for you. Don't leave Him out of your life, but by faith turn to Jesus Christ and commit your life -- and your future -- into His hands. The Bible says, "In all your ways acknowledge him, and he will make your paths straight" (Proverbs 3:6).
But God also wants to give you a new set of goals in life. You say that one reason you moved to the city was to have a fun-filled social life. There's nothing wrong with wanting to have friends, of course -- but were you looking for them in the wrong places, or in the wrong ways? Make it your goal to please God and not just yourself, because His way is always best.
In the meantime, ask God to help you make friends right where you are. Seek out a church where you can grow spiritually -- and where you'll also meet others who will encourage you and be true friends.