I'm in the midst of applying for CEC, so I can't call myself an immigrant (been here only since 2008, but on student visa, then post-graduate work permit. I got to know my fiancé in late 2009, went through a few jobs, and am now doing CEC.
Learn to be street smart. If you are not sure what a situation is; observe more first, speak less. People are kind and nice in general, but take things with a pinch of salt (especially some people who come up to you out of the blue). If you are nervous about making friends at first or don't know where to go, http://www.meetup.com is a good place to search for activities and interest groups in your area. You can even find your own community group sometimes (Race/Nationality/Asians in general, etc...). I'm a member of a few groups in Vancouver (people hang out in a big group - both men and women, and always in a very casual mood). So far I only have pleasant experiences (I've been using it for two years now). If you find a group you like, just go to their gatherings two or three times first to give it a try.. It only gets easier each time. If you don't like it.. You ain't losing anything.

. But if you say you will attend a meeting, make sure you go.. If you have change of plans, just inform at least 24hrs in advance.. They hate people who do not show up without informing.. In stricter groups, you get kicked out of the group immediately.
My first two years was very difficult.. I often questioned myself if I made the right decision by coming to Canada.. But I was determined not to let circumstances get me.. I will win whatever difficult situation is given to me.. Cried a lot, grit my teeth, stuck to it. Anyway, I'm still alive and kicking.. Haha! Made lots of new friends in the process and my life feels very much richer!
Good luck, girl! You can do it!!!