If you don't already have a general idea of where you want to go eventually (e.g., medical school, teaching, the arts, computer science, etc.) use your first semester to sample a variety of fields, and make ample use of your University's career office - they can help you determine where your interests and talents lie, and that can help you focus your studies.
Once you've found the field you want to be in, identify the professors whose work you find interesting and work as much as possible with those professors. If you can, get one of them to be a mentor - ask them lots of questions, make use of their office hours to talk to them about your work, etc. Don't be afraid to ask lots and lots of questions.
Try to find a good balance between work and play. I know it's an exciting time, being on your own, having new freedoms, but it's also pretty much the only time in your life where your only job is essentially to learn and be curious. I miss that way more than I miss drinking with buddies, which to be fair I didn't do much of anyhow.
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"If ten million people believe a foolish thing, it is still a foolish thing."
- Anatole France
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