Contact your cohort and see who else is in town! Try to get a happy hour or something together so you have something concrete to look forward to. 🙂 Also, spend your first days on the joy of interior decorating and exploring your new area. Yelp and a GPS are your friend.
It's scary but an exciting time! I remember my first couple of months here and they were a blast. I was so nervous to move from a large, East Coast city to a smaller city farther away, but my cohort filled the first few weeks with trips to the zoo, dinners out, and BBQs.