Did you honestly seek God's will and ask Him to guide you before you made the decision to move? Or did you simply go ahead and make this decision on your own, and hope that somehow God would bless it?
Only you can answer this, of course -- but I hope you will, because it could keep you from making the same mistake in the future. You see, God loves you; He made you and put you here, and He deeply cares what happens to you. That's why you can turn to Him and seek His will as you make decisions, instead of trying to impose your will on Him. The Bible says, "Trust in the Lord with all your heart and lean not on your own understanding; in all your ways submit to him, and he will make your paths straight. Do not be wise in your own eyes" (Proverbs 3:5-7).
What should you do now? First, if you have never done so, turn to Jesus Christ and put your life into His hands. When you do, God Himself will come to live within you by His Spirit, and He will make you a member of His family forever. When we know Christ, we are never alone, because He is with us.
Then ask God to lead you to a church in your city where Christ is preached and lived. Not only will you grow in your faith, but you'll meet others who love God and want to be your friends.