Please read this.
http://talk.collegeconfidential.com/college-life/2016222-to-those-who-feel-lonely-homesick-friendless-think-they-chose-the-wrong-school-etc-p1.html
I get the sense that part of your feelings have to do with a sense of failure for not getting into reachier schools. You’re in college, and that’s an achievement in itself.
College is still new. It takes time. And I personally think that if you are feeling overwhelmed with work, transferring isn’t going to help you. JMU admitted you because they felt you could succeed there. If you transfer, you have to start from scratch socially. Another college may not take your credits. Take advantage of prof office hours, free tutoring on campus, study groups, and extra help. Go to academic advising too, so that you can make sure you are on track or explore options for majors.
College is what you make of it. There are plenty of opportunities at JMU, and it’s your job to find them. Get involved with a volunteer group or a campus religious group, where people are perhaps more open. Get a campus job, where you will interact with others regularly. I think you will be fine if you can be proactive and make efforts to get the most out of college. Don’t dwell on the places you didn’t get into. They aren’t part of your life.