I came to the US from Germany in 2000 to study jazz, an American art form. I am now a permanent resident. I found the whole visa process emotionally and economically taxing--paying immigration lawyers,and not knowing whether I could stay in the country. Long term planning was not possible. After obtaining the Green Card, New York felt more like home, although even that can still be taken away.
Also, finding an identity between two countries, my home and my chosen home, is a challenge. Recognizing traits of my origin country country of origin in me, good and bad, is sometimes the source of frustration and embarrassment. For example when I feel like my actions confirm common stereotypes about Germans, for example when I am very punctual and people are not. To me, time is important and being on time can say a lot about a person. At the same time, realizing that the positive parts of my cultural heritage can add to the immigrant experience in the US is a great feeling. All this shapes our identities and is something we often deal with after the initial struggle of finding work, a decent living situation, and a social circle.
My advice is not to forget that you came here because you thought that you will have a happier life here than in your home country. For me this has been a sustaining source of strength, knowing that I can realize my potential in my professional field here better than at home helps me in the face of adversities adversity,and difficulties dealing with the system.