College is a wonderful time, but it can be lonely. Especially if you only focus on studies. The biggest thing is to learn how to manage your time. I had a calendar that broke every single day down into 30 minute segments. This really helped me mark out which days and times were for classes, work, studying, and any extra curriculars I had.
Remember that college is a time for experimentation, but never put yourself in a situation you are uncomfortable with.
Be sure to step out of your comfort zone, try new activities, food, etc - even if you're not sure at first! You won't know until you try it - and it might surprise you!
Don't be afraid to ask questions. I once had a teacher tell me "that's a stupid question" and then a male student ask the same question a few minutes later and he answered it. This may happen - do not take it to heart. But also be sure to bring it up with the dean - this is unacceptable behavior of any teacher. While this was a one off, remember that this is your education. Your experience. You are paying for it, and you deserve to be treated with respect and get what you came for.
Just as in life outside of college, you are the captain of your ship. Do what makes you happy. If people don't like it, they're likely not your tribe to begin with. Just be sure that what makes you happy doesn't hurt others.
One last thing - take a look at ALL the things your college has to offer. For example - I didn't know until my last year that we had a female rifle team.