This doesn't mean you should join every group but be selective and participate. Being involved will only enhance your university experience. They are the individuals who will evaluate your work, supply references, and guide your intellectual development. Should you develop a bond of friendship, you will find they are invaluable during the rough periods of your academic career. Some students get upset when they realize they haven't mastered all facets of college life during the first semester.
College is a way of life.
So if you are worried about being initially confused by all the activity, you are really quite normal. You will make some academic and social mistakes during your college career. Please be assured that you are not doomed. If you don't, it can fester and create problems. Seeking advice is always wise.