How to deal with moving to a new state?

I just recently relocated from Las Vegas, NV to Boulder, CO and didn't realize I would be so depressed when I got here. I don't have any regrets coming here with my ex and my son, but I am having a hard time feeling secure. I have a job in Denver, and it's just ok because it's not as friendly as I hoped it would be. All these changes are affecting my home life. Any advise?