I was frightened of being alone when I went to Uni, but I soon made loads of new friends. I think that you make strong and close friends at this time because everyone in fresher's year needs to replace that "family closeness". Friendships made during this time survive decades and continents.
As Vittoria says, I think this is something you go through as part of becoming a rounded adult. A lot of University education is about this. You spend three years testing limits (how much can you drink, how long can you stay awake/asleep how fast/slowly can you learn, how long will it take to fill a sweetie jar with your own toenail clippings? and so much more) and somehow reach Graduation with a sobriety, an air of accomplishment, and a self confidence that will knock the world flat.