Let me ask you a question: Did Jesus stay back in your old school when you moved, or did He come with you? I think you know the answer: When we belong to Him, He is with us no matter where we are. Learn to trust His promise: "Never will I leave you; never will I forsake you" (Hebrews 13:5).
Why did God put you there? I don't know all the reasons, but I can suggest two. First, God put you there to stretch your faith and make you a stronger Christian. Just as our muscles need to be exercised in order to become strong, so our spiritual "muscles" need exercise if we're to become spiritually strong. Don't give in, but ask God to help you grow stronger in your faith. And you will, as you see Him work in your life.
But God also put you there to be a witness for Him. Every day you meet people who don't know Christ, and may never have thought about Him. Pray for them, and ask God to use you to point them to Jesus. Jesus said, "You are the light of the world" (Matthew 5:14).
At the beginning of each day, commit it to Christ, asking Him to help you and make you an example of His love. Ask Him also to lead you to others in your school who know Christ and can be your friends. You need them, and they need you. God bless you.