What can I do to find a good social support to make interesting friends and find things to do when I'm new to a town and all alone?

How do you guys control the overwhelming feeling that comes with worrying about all the shortcomings in your life or whatever depresses you?

I've tried meditation but it hasn't been the best for me. And as someone without access to a therapist (irony note:I'm a medical student but can't use the services at the hospital I work at)