Sam had a very difficult time coping at first. He woke up in a strange home with two strange people and the first thing he did was ask to see his family. When they couldn’t do that, he got very upset and tried to run away. Walt had to chase Sam all the way to a motel room he got himself stuck in with people staying there. It was only then that Sam could even begin to accept that his life had been flipped upside down and try to deal with his new situation. Dean and John were gone and they weren’t coming back.