Definately get involved and speak up in class. Talk to people who sit next to you. I found when I moved to college, being quiet and shy did nothing for me. When I just said hello, made random conversation, etc, I ended up making some of the greatest study buddies/friends ever.
I don't know how large your college is, but on the sorority thing, you either love em or hate em, or you're like me and totally on the fence. (that made NO sense.)
Anyways, I joined a sorority, loved the girls, but didn't see the point in spending money for parties, t-shirts, and general fellowship I could get for free with my old friends and people I meet in class. i am still friends with some of the girls, and if moneys not an issue, they can sometimes be like a family away from home and def. help with loneliness and any boredom (which is rarely a problem....)
Anyways, I've done alot of it, 2 years at a community college that was a 100 miles away from home, 2 years at a state university that was 70 miles from home, internships, taking time off, commuting, dorms, living off campus, scholarships, fin. aid.....I'm glad to help with any college questions!