The human brain has been developed over millions of years. The oldest part is the brain stem, closely connected to our central nervous system. The newest part is the folded cortex where neo cortex - behind the eye brows and thus as far away from the spinal cord as you can get within the skull - holds the executive function that controls our rational thoughts, planning and conscience 1. Because we are wired in that fashion we tend to react instinctively on potential dangers, and in a not too far past strangers belonged in that category.
Although we fortunately have evolved somewhat, we can still get a reaction from the archaic system when people behave in ways we don't expect, leading us to question if that person can be trusted 2. That thought is in itself a potential source of dismay, because we know we shouldn't prejudge.
Thus, interactions with culturally different people can be challenging on many levels. If you can accept that you don't need to respond to all primitive cues from your gut and look at the interaction as a potential learning experience, you need neither be upset with your judgmental amygdale, nor with the person causing such reactions in you.
Even when people do something you expect you may be upset - if you expect to be prejudiced against. Minorities are often sensitive to being treated differently. If you feel isolated and without your normal social support network there is even an increased risk of turning paranoid 3. But what you see as different treatment may be the norm in your new surroundings.
An example can be the norms regarding personal space. If you move within three feet of an American in the supermarket in Palo Alto he will look at you in an unkind manner expecting an "Excuse me" as you pass. In Hong Kong there is hardly anywhere you can expect such consideration and people would have to apologize continuously for invading your space. And Danish super market protocol doesn't call for an apology neither, unless you run into somebody. It is not because you are American/foreign that they ignore you.
Keeping that in mind, there are plenty of reasons for wonder but only few reasons to get really annoyed when you move to another country. You can't change what people do, you can only influence how you react to their behavior. I have chosen to keep the words of Indra Noori, chairwoman of the PepsiCo Corporation, in mind: "Always assume good intent." Even as it may seem naive; when we don't get offended and overlook slights, attributing them to lack of knowledge or "something lost in translation", it may diffuse a situation and we will feel less stressed ourselves.
Segments on this website give some indications to the prevailing values among people from different cultures. It is very easy to jump from that to the conclusion, that then all Danes are like this or all Americans like that.
When we meet people who have left their countries they are not typical representations of their home cultures. The very fact that they have moved from their country makes them a minority. And if they have lived outside their home culture for more than a year, chance is that they have picked up snippets of the host culture as well. Every exchange student, asylum seeker, refugee, or voluntarily expatriated professional will have had to navigate the cultural divide and have been marked by it.
Even on their home turf aliens may not at all fit into the mold outlined by cultural models and national averages. Regardless if you are the host or the guest, I can't emphasize enough that we owe to everyone to meet him or her openly like the unique person he or she is. Your neighbor in the next seat on the plane may be a professor from Harvard, your new neighbor, or the main investor in the company you have been hired into. You will only know more if you get to know her. Even someone who is a totally average representation of his country, behaving and prioritizing as his fellow countrymen do as a general rule, what is wrong with that? Just because it is different from what you are used to doesn't in itself make it worse. And how you behave will form his impression of your people. So be a good ambassador...