This answer is not politically correct, it's biased and it's based only on personal experience. But it might help you so here it goes.
From my two-year experience with Dutch and Belgian people, they come off as cold at start. Not as cold as zee Germans, which they love to taunt, but not as warm as French, Spanish or Italians. But that's just because you haven't gotten to know them.
Spend time around the coffee machine. Eat sandwiches and soup with them (that seems to be the only thing they eat at lunchtime) try to learn the language (dutch is a bit difficult, but a few words here and there go a long way), those are all great advice.
Most important thing I discovered, is being yourself is key. Ask things from genuine curiosity, not just to be nice. Don't try to connect on a personal level until they are part of the group, that will come in time, keep conversations neutral at first and soon you'll be talking about kids and families, but start off with weather and soccer and beer. Beer is always a great subject for neutral talk, just don't mention any Belgian beers as being better unless you want your head chewed off.
Also if you come from a country with a stigma, own that shit. Don't try to hide it, acknowledge it. If it ever comes up, I usually turned it into subject for jokes. It's easier when your country's stigma is gipsies stealing wallets not people's basic rights violations, but you get the idea. You are not responsible for the place you are born in, and you left it to make a brighter tomorrow for yourself. Own that nasty thing, if you want to, turn it into a subject of conversation. I spent days and days discussing the horrors that the communist regime put my family through with one of my Belgian friends from work.
Most Dutch people I met were nice, but not all of them. Some were racist asshats that wouldn't stop being mean despite all other people's attempts at defusing them. Nothing you can do about those, assholes are everywhere. I learned to avoid them and just stick with the people I liked and that liked me. It's the same everywhere, not everyone will like you, especially if you come from a different country with a completely different culture and tone of skin.