First days at new jobs always have a little of the overwhelming aspect, at least, frequently that's the most prominent characterisitc. It sounds like you did well on your first day, so don't let that feeling win. One day at a time will get you to where you are comfortably coping with the demands of your new job.
Yay on the signs that it was indeed a good decision you made to change jobs for the better! :)
*hugs*