Moving to a new city is a challenge. I moved to NYC in 2011 and despite being an extremely outgoing individual, it took me about 6 months to settle in. However, I was not part of a graduate program at the time and simply working. After starting my graduate program at NYU, my number of local friends has doubled. You will connect with other people in your program, and universities are great about putting on mixers, students groups and orientations when you first start the program. My other recommendation is social sports leagues, kickball league was a life saver when I moved here! Take the risk because there might be a time later in life when you have to start over in a new city due to a job, relationship, etc.; so learn some new social networking skills now!