One of the most shocking issues concerning the first colonists was having the freedom to own their property. It was, actually, what determined the success of Jamestown and what defined one of the most precious American rights. As indentured servants, the colonists were quite accostumed to the aristocracy as a reigning body, and to see the upper classes with as much distance as we would see an alien.
To those who came with nothing, the dream of opportunity must have been overwhelming. Equally, those who came with money, were also shocked at having to picture themselves away from their confortable lives in England, and being asked to join in the warm bodies to build homes and hunt for food.
To those who came as prisoners, it would have also been quite a shock to see themselves free, and with no chance to play their tricks, as there was nothing for the taking. Surely to them that was still better than going to one of the Stuart or Georgian English prisons, who were just one step above a concentration camp.
Finally, those who came for religious freedom must have also not know what to do with the freedom to start over. One who lives in persecussion and represion finds it hard to not feel persecuted as part of their normal lives. Certainly being in a place where nothing is in place and everything is possible is one of those overwhelming experiences that are so great and new that it is hard to grasp the entire concept.
I am going to talk about the British colonies in North America here, even though there were other significant settlements in the Americas.
The settlement was an extreme change in a number of ways. First, there was a lot of land available where there had been little in England. Second, the hierarchical society that had existed in England could not really exist in America because it had not had time to get set up and because the conditions just weren't right. So in that way, it was very different because ordinary people could have more control of their own lives.
It was a transplant of home for a number of reasons to. For one thing, it had the same language and the same religion and the same king. Also, the colonists bought many of their luxury goods from England and often sent their sons to be educated there.