Like in Christianity there are many different strands of Islam, each one claiming that they are the true Islam. This can easily confuse new converts. (The puritanical versions of the religion can often burden people and put them off Islam.) In many mosques people are left to their own devices after their conversion. Some of us are fine with this and appreciate the freedom this gives, others might feel ignored and lonely, depending on our personality. There are mosques which run programmes for converts and help them to find their way in their new religion. Most mosques belong to particular ethnic communities, Turkish, Pakistani, Moroccan, etc. It can be difficult when you don't belong to the ethnic group of your mosque (and sometimes also the dominant social class) to feel part of this community. This depends on the particular mosque though. Personally I have had good experiences with large big city mosques because they tend to be more diverse.
I found pretty soon after I became a Muslim that I had to stand on my own feet -which suits my character. (I was put off by all sorts of sheikhs and leader types who seemed too interested in their own ego and whose teachings lacked content.) I really enjoyed studying Islam and finding my own path, discovering scholars who resonated with me and who seemed genuine, like Khaled Abou El Fadl and Abdal Hakim Winter.
At times the religious life of a convert can be lonely when you don't belong to an ethnic community, particularly during Ramadan and Eids, but on the other hand it comes with benefits too because you are less likely to be influenced by cultural Islam and constrained by family and elders. There are many converts who leave Islam because they are disappointed about not being able to be part of a community. To those I would like to say that Islam is a spiritual path, it's about your contact with God. The social part is nice but it's not the most important. If you feel you need this, start looking for mosques which do offer more social options or meet up with other converts via social media, etc.
There is another issue too though. Some converts are attracted to Islam because they are looking for identity and structure in life. These (often young) men and women, tend to be pulled towards the puritanical strands of the religion. Quite often this leads to disappointment because they are more focused on outer things than the inner, spiritual path. Some are able to move from one to the other though.
My advice to converts is to enjoy the path of learning about this wonderful religion, which has so much to offer. Don't overdo things, take your time to find the way which suits you, while remaining close to your own nature, not loosing yourself because of outer pressure, and, importantly, always stand on your own feet.
It is also good to remember that anything which is harsh, insensitive, judgmental or oppressive, is not in accordance with the example of the Prophet Muhammad s.a.w. and therefore isn't Islam, but likely to just come from people's passions.