Hi Trish,
Welcome ro Brighton and the forum. Considering how difficult coming to Brighton must have been for you, I think its a fantastic achievement and a very brave one and I can appreciate why you feel a little vulnerable and scared.
I know you have only been here a very short time, so you need to give yourself time to settle in and get your bearings. Not sure if you know many people in the area? I know the guys meet up regularly (although I can appreciate this can be a little frightening), so it may be a good place for you to start.
In terms of the job, I know its dissapointing and I think its reasonable for you to feel upset and a little resentful towards your friend for getting the job you wanted, however I think the fact that you recognised the job wasn't for you, is something you need to try and hold on to. There will be other opportunities, and they may well be better ones.
I know that sometimes, when I have been really anxious, I've just wanted to get any job because its easiest. However, I've sometimes found that I'm really unhappy in them and start to hate them, which makes me more anxious and depressed.
I know job hunting is not fun at the best of times, and when you have social anxiety, it makes it a bit more challenging, but take a deep breath and do the best you can. Keep posting on here as its a great source of support.
Good luck