Here you have a perspective on the rest of the world. Build yourself a homebase. If you never had a depression until you got to college, you should consult a college counselor. It may be nothing to worry about, or it may indicate an underlying problem. Get it checked out.
Every new student feels that way.
Get on with your life. Pick some friends. If you haven't already figured out a way to channel this energy, do so now. Find a willing partner and practice safe sex. The varieties of human sexuality seem to keep growing.