This is a great thread. It is highly beneficial to know what problems you might face before moving abroad. The answer above by Christine Joseph is very informative.
The only thing I would add is that what helps a lot with overcoming the common problems students face abroad is to not face them alone. If you are surrounded by other international students, you can expect to face the same problems and be able to tackle them together. Just the fact that you can hang out and talk with someone who is experiencing a similar "hardship" helps immensely.
I have experienced being the only "outsider" in a whole school when I was in Moscow, and now I know how it is like being in a school with 100% international students (Aspire Business School Barcelona). The difference is immense.
Good luck to everybody thinking of studying abroad! It is a life-changing experience!