Participate in social activities
Starting a new job is like moving to a new neighborhood or starting at a new school. It's easier once you make friends. Find someone (or two or three) people to be friends with who can help fill you in on all the little things you'll want to know from where the note pads are kept to how to get ahead.
Participating in social activities outside the office, like joining the softball team or going out for drinks to toast a colleague are good ways to make friends at work.