I'm copying and pasting my response from a similar topic a few months back:

Alright, senior in Stern here. I apologize in advance for this being a little disorganized; forgive me, I'm drunk. During freshman year, live in apartment-style housing (unless you can get into Hayden. You can only really get into Hayden if you were accepted early though). Join a club or other organization. It sounds dumb but it's fucking hard to make friends here, and that's coming from a really sociable person. I was miserable here until I joined a fraternity, but obviously that's not for everyone. Get a fake ID ASAP. Don't be worried about getting written up in dorms. Nothing happens unless you get written up over and over. Freshmen stress too much about it. Save money by cooking for yourself (one reason I say to get apartment-style housing, they have kitchens). Don't buy weed in Washington Square Park (or anywhere on the street, generally). Try to take advantage of some of the city's cultural offerings. Museums, parks, plays, sports games etc can be really fun, and cheap for students, but easy to put off until next week ad infinitum. Academically: Go to all of your goddamn classes, no matter how boring. Go to office hours as often as you can, especially if you like the professor. Building relationships with professors is an amazing asset that I failed to recognize until the past year or so. Plan to study abroad. Amazing experience. I was in the World Studies Track (a program that was 2 semesters abroad + some extra coursework, not sure if they are offering it any more), best choice I made all of NYU. Again, join a club or other organization and take leadership positions as soon as possible. Before you know it you're gonna be competing against your classmates for jobs and shit gets ruthless. There are a million billion finance majors competing for the same jobs and anything that distinguishes you on your resume will come in handy. I'm assuming you'll major in finance because everyone does. On the topic of distinguishing yourself, consider getting a minor in another school. Everyone gets a worthless international business minor and that shit is dumb, you're not fooling anyone. Also, if all of your classes are in Stern you'll get sick of your classmates reallllly quickly.