Culture shock may seem like a myth, but anyone who has spent time living abroad will tell you that it really happens. Generally speaking, it starts with a honeymoon phase, in which students are excited about meeting new people and exploring the new environment. This is followed by a phase of dissatisfaction and frustration, in which students experience difficulties, either because of language or cultural differences. This is the most problematic stage because students can become discouraged, homesickness is more acute, and health and school performance can suffer. Eventually, students reach a state of "bi-culturalism," in which they are no longer surprised when things don't go as expected, and are able to look at the situation with a sense of humor and understanding. The final stage is known as reverse culture shock, and occurs when students returns to their home countries and go through a period of readjustment.
The University of California at Irvine has an excellent web resource titled "The World at Your Fingertips: Cultural Adjustment" that explains the reasons for and the stages of culture shock, as well as offering tips to overcome it. Being aware that culture shock exists won't prevent you from experiencing it, but it will help you recognize it as it is happening. Awareness that culture shock is a natural reaction to immersion in a foreign culture, and that adjustment will eventually come, helps many people get through the rough patches.
For some basic information about American values, see the Cultural Adjustment webpage maintained by the International Center at Tufts University.
If you're worried about overcoming cultural differences and avoiding mishaps, try to track down a copy of the book Culture Shock: USA by Edith Warring. This guide to U.S. culture explains some of the most common conceptions and misconceptions about U.S. society and gives general behavior guidelines. Of course, this book is based on broad stereotypes and nothing inside will be true of every person that you meet.
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