Work and save
If you have a job or can get a job, work as much as possible before you leave. It might be a pain and the last thing you want to do, but thinking about heading abroad at the end of it all is going to get you through. If you can't get a job, just save as much of your money as possible. Try your best not to spend money on things you don't actually need. You are going to want to go to as many places and events as you can when you're abroad and you'll be so glad you saved up all that money.
Make friends with other exchange students
Going abroad is an opportunity to meet new people from so many different places. Of course, you should get to know people from the country you're staying in, but other exchange students will be in the same place as you. You all have a limited time to get as much done as possible, and they're more likely to be up for going to different places and it will be easy to relate to them since you're all going through the same thing.
Find out your schedule for the semester and plan trips during breaks or long weekends
Okay, you are actually there to study, so you're obviously going to have to plan around your classes. Once you have your class schedule and you know the holidays and breaks for the university, you should start planning trips. You don't want to let these opportunities go by, because time goes fast and you want to make sure you fit everything in. MAKE SURE you leave time to get all your work done, but remember you are also there to have new experiences and you want to make the most of your time.
Go to local/university events
You're not going to be able to go off to other places all the time, so you should also find out what's happening where you're staying. There's usually a lot of free stuff going on if you look in the right places, so keep an eye out for any local events or things happening within your host university. If your host university has an international students' society, join it.
Don't compare your experience to someone else's
The likelihood is if you're going abroad, you know a lot of other people who might be going abroad too. Everyone is going to be sharing pictures and posts on Facebook and you might feel a little jealous of what they're up to wherever they are. Everyone's experience is different, and what you're doing is just as amazing as what they're doing. Stop living your year abroad through someone else's and just enjoy your experience.