Moving out of state can be a difficult process for anyone to go through. The distance from friends and the lack of familiarity can be trying for even the toughest people, so there's no shame in admitting you're nervous about long distance moving. However, if you can convince some friends to make the trip with you, the transition will be quite a bit smoother.
First, plan ahead so some close friends can get some vacationing in around the time you move. This way, you all can drive or fly together. If you treat the move like a vacation, it won't seem so bad to have to move to a new area. You and your friends can see the sights, get to know the area and enjoy yourselves.
You can also make the actual moving and unpacking something of a social event. Invite your old friends and ask people you may know in your new area to bring some of their acquaintances. This will make your home comforting and cozy even before the boxes have been unpacked and the furniture arranged. You'll have established a new social circle and merged it with your existing clique of friends before you even have time to be lonely or homesick.