1) Language
Some famous sociologist once said that the borders of your culture are the same as the borders of your language. If you move to another country that speaks the same language as your own, socially speaking that's almost the same as if you just moved to another city. Language is an essential part of communication (socializing) and knowing it poorly is a major hindrance in your everyday social life. Rarely is there a feeling of powerlessness as strong as when wanting to express yourself and just not being able to find the words for it in the language of choice while at the same time you could quite easily do it in your native one. You might say: "Well how hard can it be to learn a new language? Jinro learned Korean in just 3 months!" First of all, time needed to learn a new language depends on personal affinity towards language learning and second of all, how much could he have really learned in just 3 months? Probably some everyday terms and small talk and, of course, SC2 related stuff. He can't be anywhere near to completely expressing his full array of feelings in Korean. I've always been a perfectionist when it comes to language (a "grammar whore" if you will). It took more than 15 years of learning English for me to say that I'm finally completely happy with how much I know it. It goes without saying that not knowing Swedish is causing me a lot of discomfort.
2) Culture
There are 3 cultural types when it comes to human contact. I come from the so called "contact" or "Mediterranean" culture (most prominent in the Mediterranean region, Africa and South America) because of the way people converse: more temperamentally and with occasional touching while talking (usually the arm of the conversational partner) usually in order to make an emphasis to what you're saying. It's opposite is most prominent in Scandinavia where people make as much distance between their conversational partners as possible. There's also the middle ground (USA is there, for the most part). When moving to another culture in regards to what I just said, it can cause a cultural shock, especially if you're moving to a complete opposite. You can feel either overwhelmed and uncomfortable or alienated and alone. It takes a lot of time to get used to a completely new social interaction model.
3) Friendships
Most of the friends a person acquires date from childhood or sites filled with same-age people like schools and colleges. When you move, you'd naturally want to make new friends in those new surroundings but that is far from easy even if you move inside your own country let alone moving to another country and culture. You could find and befriend another person that also moved there from your old country but that is basically limiting yourself to "you get what you can" instead of exploring the vastness of human diversity. However, there is that language and cultural barrier hovering over your head. Moving on to a seemingly simpler question: where do you even find friends? If you go to any form of school at your new place of settlement then thats a nice place to start or at your workplace or the internet in some way but all of that takes a lot of time to get going and for your network to start growing. And finding a really good friend can be a very long endeavor. Since most of us have friends we can't really understand what it's like to have none but I've experienced what it's like when I had no one to go Barcrafting with here in Stockholm for MLG and DHW.
4) Dating
Oh the mother of all questions: how to avoid the dreaded foreveraloneness? This point of topic consists of all of the 3 points I wrote about earlier. Without speaking the language perfectly you're already at a handicap when it comes to courting a lady with all your brain has to offer. Without completely understanding that new culture you now live in, you might come on too strong or simply missinterpret what's going on yourself. And if you don't have any friends, you also don't have any of those potentially cute friends of friends that you could meet.
If you're thinking of moving read this post one more time and weigh out your options carefully. And know one more thing: the older you are when you move, the harder it is for you.