My comment isn't going to be popular, but I honestly believe having our kids in day care early helped them with this.
One of our kids, our 4 year old, is not good at transitions away from what's normal. However, he surprised us last week with a seamless transition from one day care class to the other (the previous transition was less than ideal).
Our daughter's a different kid (2 years-old) and moves without any issues.
So, part of it is likely his personality, part of it is that this is such a major transition based upon likely being with you one-on-one almost exclusively (with social interactions included) to being without you.
It's going to take time. The preschool teachers will be best to give you ideas and assistance. But, what helped us when we went through this in December with our son was to keep asking about his day, what he did that was fun, who the kids in his class were that he liked playing with. We took treats into the class on a few occasions (stickers to share, food items, etc) so he had more of a reason to interact.
Ultimately, the teachers learned what made him tick and helped bring out the best in him. The same will happen for your son.
I give you credit for putting him into a program before Kindergarten. Our neighbor's son just started Kindergarten 2 weeks ago. He's been at in-home day care (basically like Grandma taking care of him and his little sister) his whole life. And, the transition was AWFUL. Week 2 was better, and now it's a breeze.
Good luck.