Hello Priscilla.
I cannot speak for stress related to coming to Cambodia, as I came from 8 years neighbour country Thailand. But I had the problems facing me when I left my Western European country 11 years ago.
In general I follow Oriental wisdom in getting and maintaining inner balance and inner peace.
With that in mind you can avoid stress. Stress is nothing more than the fear to not being able to remove the obstacles that are in your way.
That fear is bigger if you have not prepared yourself well enough. If you did not read about visa regulations, not about currency that is used, not about the best way to travel safely, not about where you really want to settle, you ask for stress, because you haven't a clue what is coming your way and how to deal with it.
I used, in my business life already, to make a "To do list", complete with questions and possible answers. Each question answered was deleted. When the list was empty I knew I was well prepared.
Of course obstacles appear unexpectedly and you have to deal with them. Personally I believe if you are not able to deal with problems you should have stayed in your nanny state where there is an office for any kind of question.
If you, like me, left your country with just one suitcase, a travel bag and a camera bag you have chosen your destination, sold, given away, threw away all that you could not take with you and depart.
Of course a "fresh" new passport, drivers license, credit card, insurance and enough cash money to finance the travel, $30 or $35 ready for visa, passport photos made. Copies of all documents in case you lose some, money divided in parts and locked in different pockets of your trousers.
First is mostly a long haul flight, then change planes and a short flight, arrival in Phnom Penh.
You have of course already booked accommodation, you know about the taxi mafia at the airport so you walk to the exit gate where trustful taxis are waiting for much less fares.
I come back to my general "rule of life". Keep and maintain your inner balance. If something or someone disturbs your inner balance and with that your inner peace, remove it and restore your balance. Example if you live in a place that you don't like, bad roads, dust, mud, much traffic, don't let it disturb your inner balance, move on to a place that lets you keep your inner balance and peace.
That way you avoid stress. You avoid imbalance inside you, leading to headaches or other ailments.
You are in a position to change as much as you want, you rent only, so you can move out easily. Only when you have found the place where you can be happy and in balance, you can say I have found my destination.
Joe