You have a lot in common with these people. You are all students for instance, so you all have classes, exams, papers and stuff. Those are nice conversation topics. Even if your dorm mates don't take the same classes as you do, it can be interesting to know what their studies are like. Do they have a big workload? (Beware of pissing contests here.
) Are the teachers any good? (It's fun to trade horror stories about weird teachers.) Why did they pick that line of studies? What do they want to do in the future? What are their coursemates like?
Give them a chance to vent. Vent a bit yourself. Exchange info about good study spots or less nasty campus toilets or whatever. Since you are new in the country there must be a lot of things you can ask the locals, like where to shop for clothes or school supplies. They might be curious about your country or what it's like to be an exchange student. I usually find it interesting and enlightening to ask exchange students about their school system from Kindergarten and up, it can be very different.
Good luck, and I've been there too. Still risk ending up there everyday unless I make an effort myself to be pleasant and sociable.