As a California girl, I was not that familiar with snow, either, and then went to college in New Hampshire, in what turned out to be the coldest winter in 75 years. Wow, was that a culture shock!
My advice is, buy a much warmer jacket than you think you need - and make sure it is parka-length (covers your butt!). THEN, LABEL IT prominently inside the jacket with your name and phone number. When you go to parties, hide the jacket underneath a couch or behind a chair or something - otherwise, some drunken idiot will "borrow" your jacket and you'll never see it again. I learned that one the hard way and spent a few VERY cold weeks until I could buy a new one. :(
What other advice?... just because the cafeteria has an all-you-can-eat area doesn't mean you need to eat all you can.
At parties, never, ever leave without your girlfriends, and don't leave your girlfriends alone at the party.
It's important to sort dark and light laundry. Also remember that dorm dryers are WAY hotter than your dryer at home - careful, or you'll shrink everything! Label all your laundry (except your underwear - don't label that! LOL).
When you walk in snow, you can't walk upright with your shoulders back. On an icy sidewalk, that is a recipe for disaster, and you'll slip backwards and crack your head on the pavement (been there, done that!). Instead, you kind of have to hunch over and plod along. Find a friend from Chicago or Boston. They will show you how it's done. Or find a friend from NYC and she'll show you how to do it in 5" stiletto heels. ;)
Remember that even though your roommate is crazy, you only have to live with her for a short amount of time, in the grand scheme of things. Grin and bear it.
Remember that everything will end up on YouTube. Everything. Plan accordingly.
That's all I can think of for now!