Is it normal that i hate living in paris?

All right, nothing to do with sex. Because I feel so unhappy and brocken I hardly can think about sex.
I was always in love with Europe, at least ever since I started learning languages, especially German, French and Italian (my mother tongue is Russian so English too). I grew up reading European books, my family was Christian, at a certain point I started feeling I belong in there rather than the place where I was born (which is neither America nor Russia but it's not that important). I lived in the capital of that country, quite a big city, with many Muslims but very liveral, had a lot of friends there, many job opportunities for anyone as curious and speaking foreighn languages as me. But I was determined that one shouldn't live somewhere one doesn't belong. Plus, I knew hardly anyone around was as liberal as I was, that working in like journalisme was quite impossible and I just saw the level of education was more or less cathastrophic. So after one year at University in economics there I applied to study in Paris Sorbonne, was accepted and moved one year ago.
First problem is, I probably made a mistake in subject. I applied fot history which I love but which is insane as a professional choice. I had a chance to move to Germany to study (I applied for that too) economics but somehow I thought Paris must be such a great experience.
Well. It wasn't. I've been here before and now as before I am sure it's very beautiful. And I like the subject, I actually manage to study quite well. I like the constant raining and the architecture, i like the diversity of cultural activities and observing so many diverse people, I feel perfectly sure that the culture is finally mine. But all the personal, human part...I just hate it. I can't get myself to build friendships and the ones I do build don't feel right because people have such different lives compared to what I lived, because I can't be as fun and easy as in my mother language, I always feel that they know and have seen so much more than me. And I never realised how I value my old friends. I can't think of living always far from anything as real as what I had with them. I used to dream of cozy cafés, great clubs and trips to Amsterdam and now I don't want to go out because there is no one I love around to share this with. Everything is too expensive, finding job is next to impossible given the language and the concurence. So what self actualization can there be? And what is the use of living in Paris and watching series at home given the rent prices? So was it a mistake? Does it mean no beauty is worth friendship and comfort? It feels so weak and so wrong to leave... So was it a mistake to come? Or I should just stay and wait until it passes?
Sorry, I really tried to keep it short
P.S.
No second chance. I hardly convinced my parents that I should come and they already think I'm mad that I'm not singing with joy. I feel guilty as well to be spending their money.