Packed everything I owned into my car and just went for it. Traveled 1500 miles to my destination, found a motel, and set up an indefinite weekly stay. Applied to some shitty fast food job that was hiring nearby, got the job, which helped a lot looking for apartments. It was a college town, so finding a place was pretty easy. And everything was smooth sailing from there.

I found that starting in a college town is a really nice way to get integrated into the surrounding area, though it helps that I could pass as college-aged at the time myself. Most of the people you meet are pretty much new to the town as well. Years later I ended up moving to another town in the area with a bit more confidence.