Well, I was 21 when I came to the UK many moons ago. I had to adjust, like most. I suppose in some ways the racism can be the toughest, and I suffered some. Other things are much easier to adjust to, although perhaps I had an advantage. That is to say, we are a christian country, governed by the Queen with many similar institutions: banking, education, church or religion, government, law, language - a big one - and so forth, all modelled on the UK model.
It is an interesting question though. We can bring additional things like wanting arranged marriage; tea-totallers, religion, dress habits and codes, to name a few. This can sometimes have an impact on how people see us. Some, for instance, do not like to see women who are totally veiled in what they consider impracticable places like in courts, or shopping malls and supermarkets ...language is potentially a struggle also.
When all is said and done, I go right back to spirituality. Guru Nanakdevji had followers from many faiths and Christ was very open even to the Samaritans. It is the depth of their Spirituality that made them so, and if we delve deeper and deeper into the Spirit, then we can eventually conquer all.
After 43 years, I would say that I have coped very well, although I have noticed that in general the one who succeeds, generally tries a bit harder; having a personality that helps better than the average Joe. Just one view, though. Interesting question.
P.s Christ said to render under Caesar the things that are Caesars, and unto God the things that are God's. Perhaps there is room for such philosophy in the West, in a very loving way. Works for me.