It is extremely difficult to integrate in a foreign society. Even a good language level will only carry you so far.

In my opinion, Western Europe, US and Canada are quite open, and let people, if not integrate, at least mind their own business.

Immigrants are usually also to blame, since often integration is not a priority. I've lived in several places around Europe, and usually foreigners stick together: it is easier to become friends with a German in France than it is in Germany, maybe because immigrants have similar mindsets, and experience similar problems.

What worries me is that it seems these relatively open societies are rapidly closing: nationalism is on the rise everywhere.