Even if arriving late at night, it is best to unload immediately. Ask a friend to help you move in. During move-in, do not leave property unattended in your car, on the sidewalk, in the lobby, or in your unlocked room. Keep both car and room locked while unloading and moving between the locations. Get acquainted with your neighbors on your floor and in your building as quickly as possible.
Every resident has a role to play in security.
Part of that role is to know who belongs and who doesn't. Always lock your door. Ask your roommates to do the same. If your roommate is taking a nap when you leave - lock the door. Recognize strangers and do something about them.