I struggle with social anxiety, can you give me some advice?

That sounds lonely and hard, and it sounds important to make some changes. 

A Norwegian psychologist has made self-help videos about social anxiety. They are available online for everyone, and can be a good place to start. In these videos you will recive a lot of ways to make changes so as to not struggle with social anxiety. Making changes can be difficult, and it is always best to have someone who can support and help you stay the course. Maybe someone from your home country can be that support even though it will have to be over video? 

Here is a list of different ideas that might be of help: 

1. Find the other exchange students. Norwegians can sometime be a bit difficult to get to know (but it isn't impossible), but other international students are often more open to new friends. 

2. Sign up for something - many universities and colleges in Norway have activities that are free for students; everything from cooking classes to volleyball teams. Try to see if there is something you can try out. It is easier to meet someone in an organised activity, and having something to focus on also helps with social anxiety (where a lot of the focus can turn inwards). The activity you choose can be something you have tried before, or something completely new. 

3. See if you can find a low-threshold physical activity on your campus. Physical activity can help with anxiety symptoms, and be a way to meet others. Regular physical activity can, among other things, reduce the body's stress response and make the nervous system less reactive over time, and improve sleep. Furthermore, physical activity can teach our brain that a high heart rate and bodily sensations (like sweating) do not necessarily signal danger. 

Best of luck!