I've found that getting a good group of friends in the new place is a priority. When you first move to a new place, I think it's important to say yes to invitations, and make the effort to invite people to places, even if you don't really feel like going out. If someone asks if you want to go out a couple of times and you say no, they probably won't ask you again.
I find the expat lifestyle can be pretty fleeting though too, especially if you mainly hang out with other people who are often only in a place temporarily. It can be easy to find yourself 5 years down the line with all of your best friends having gone back home having to make new friends all over again. The obvious solution to this is to hang out with locals, although I've found it can sometimes be a bit more difficult to get into those social circles, because you're dealing with people who have probably grown up in the area and already have a wide circle of friends, whereas expats are more keen to hang out because they're in the same situation as you. Having said that, I've always gone to quite obscure places, so perhaps somewhere like the Netherlands is a bit different.