If you can't afford one right away, you can have one purchased for you and sent to you while you are abroad. Eurail, the most popular rail pass for North Americans, cannot be purchased in Europe. Before departing for your exchange destination, it is a good idea to buy a guidebook. A guidebook is a book with specific details on living and travelling in a specific country or region. They provide important general information on culture, history and politics as well provide you with very specific detail on accommodation, restaurants and places to eat, places of interest and transportation in your destination.
Most guidebook companies offer books focussed on specific countries or regions.
There are also several guidebooks that are aimed specifically at young people travelling on a tight budget. This is a good site for general information and facts on any country in the world. This site will help you get a start on your language learning. Past exchange students.