Depending on where you come from, adjusting to life in Canada might be very easy, or it might be much more difficult. Either way, it is entirely normal to feel overwhelmed and lost while at the same time feeling excited about being in a new country. The experience of culture shock can be very difficult: everything from the big things like politics to the small details of body language, eye-contact and personal space may be different.
Time and patience will help you adjust to Canadian culture and ways of life, but there are some things you can do to make the transition easier, both before you arrive in Canada and after you begin to settle in. Join a club, research an immigrant society or get involved with a sport; make friends and look for new experiences. The more involved you are, the better your experience of Canada will be.