I've been here for 8 months and before I arrived, I decided that I should mix with the locals to help me adapt better. The first couple of months was really tough, there was the language issue (poor cantonese) + the culture shock (loud and rude locals) to deal with.
Very early on, I realised that my colleagues are not going to speak english just for my benefit and although all of them speak perfectly good english, they are comfortable in cantonese. So most time, I sit among them, pretending that I understand the conversation and sometimes, if I'm lucky, someone will translate.
After 8 months, i have made a total of 2 local friends and they are really good friends. Someone told me that yes it takes time to get close to a local. But once you're friends, you're friends for life.