I'll start with academic before moving towards social. Depending on your major, class schedule and highschool your freshman classes will vary between so easy it's boring to the hardest grind of your life. So get into good habits for all your classes by attending them all and spending the time you need on each class which won't be consistent. Find where you can study. I was a my room only person but I know lots of coffee shops and library people.

As for social life go in with an open mind about everything. You will meet lot of different type or people with different hobbies and things they enjoy. Try some clubs, sport teams, geek life (fraternity or sororities) and anything you find interesting. Especially the first few weeks go tag along to things and invite others with you. You won't know who you will vibe with or what group you will want to hang with. This is especially true amongst freshmen. Remember that everyone is nervous and that is what drugs and alcohol is good for. Try them slowly with people you can trust and look out for your friends.

Edit: if you have a history of depression make sure you take your meds and any other tools you use. You will be under lot of stress (both positive and negative) and it's easy to stop some of these habits. They are important to keep up