A question on Mi Yodeya was asked by somebody who recently moved from a large Jewish community to a small one. The asker dresses more modestly than those in the new community and has gotten critical comments about it. The person asked: is there such a thing as being too orthodox?
There is not such a thing as "too orthodox", no. There can be such a thing as "too pushy" when people are too direct in trying to change others, but that's not the situation you've described. Never feel guilty about following halacha for yourself.
There can also be such a thing as "unfamiliar and thus different". The only synagogue in town is the only place for Jews there to go, and those Jews might come from a range of backgrounds and observance levels. People at both ends of that spectrum of observance are likely to be a little uncomfortable with people they don't know who are from the other end. There are probably people there whose dress and behavior make you a little uncomfortable, but you're probably keeping that to yourself (and kudos for that).
Fortunately, people usually (in my experience, anyway) get over it as they get to know people. The person they know initially as "the black-hat guy", over time, becomes "Reuven", who works at the university and has three teenage kids and who's looking for a chevruta to study hilchot kashrut. And by that point, what he's wearing on his head will hardly be noticed.
If you continue to attend and participate in the community, and start to get to know the other people there and find common interests, I think it likely that people will stop caring much about what you're wearing.
And finally, I've found that if you gently go about doing what you know to be right for you, even if it's not a norm in your community, and without judging others, sometimes you'll find you've inspired somebody to learn more or even take on more observance. I've personally seen this with Shabbat observance. You make a kiddush Hashem just by being there.