Experiencing new cultures and obtaining a better understanding of your own culture can result in some of the most positive, life-changing experiences you will have while studying abroad. While the introduction to a new and foreign culture will greatly benefit you, it can also be overwhelming. Cultural differences can be so great that you may need extra time to adjust. This is normal. The new cultural norms that you encounter may be so different that they seem "shocking" in comparison to cultural norms back home. Your reaction of feeling "shocked" by a culture's attributes can manifest itself in mood swings ranging from anger, to depression, to panic.
Prepare yourself for some down times; they happen to practically everyone trying to make it in a culture they have never lived in before. Realizing that what you are feeling is natural and that other students are probably experiencing the same thing will help you to avoid discouragement. Culture shock has its ups and downs, good days and bad--but you will pull through. Many students studying abroad experience times when they feel depressed. However, the overwhelming majority comes away from their experience abroad even stronger and better adapted for living and working with others. One of the best ways to work through culture shock is to keep yourself busy, and try to be open about your feelings with friends and family. Remember program directors and other staff are willing to listen and help where they can.
The more you learn about your study abroad destination prior to your departure; the better off you will be when you get there. You can read books and institutional websites, buy travel guides, and meet international students or program alumni, who know the country where you will be studying. The UA campus has many wonderful international student clubs.