If you have only recently moved then you should give it some time before you make such a decision. It always takes awhile to settle in somewhere new. What's the job/work environment like? What about heading out with the people you work with, meeting their friends etc. Check out if there is any classes etc that you can get involved in locally.
A person I worked with move to the UK from the US for work, they joined some local clubs/groups to meet people (think she joined a book club and something to do with the Democrate party... google is your friend to find stuff in your area). There may even be an active expat community to link in with, to make you like at home and help you settle in. Does your work offer anything to help international workers settle in a new country? I know my previous company did, so may be worth investigating. Hope you settle in ok.
I agree give it some time who knows u might meet Kool people to hang out with and u might like it after a while so just give it a shot and hey he things dont get better [which i am sure they will] then u could always move but i strongly advise u give it a shot b4 makin a rash choice like that because if it dont work out u could always said u tried it and u wouldnt have to ask urself what it would be like if u give it a shot and some more time and i agree use google to find clubs u could join and local places to hang out at :)
I takes guts to start a new job in a new country away from your friends and family. Fair play. I say stick with it for at least a year and then see how you feel. Even if you eventually choose to return home, you will be so glad you made a proper go of it! The experience will make you a much stronger person and you will learn a lot about yourself. Hope you stick it out. Good luck.
u live once enjoy this great chance to live a new fun exciting life, so stay give it a fair go !!! if u really dont start to enjoy then go home but do this 1st ... ull regret it if u look back and say ... awh i stayed !!! eveythin happends 4 a reason so stick it out find the reason that brought u there !!!!