Starting university is a huge adjustment to make on its own without having to adjust to urban living as well. Coming to the U of S from a small town can be both exciting and overwhelming.
You are going to be confronted by anonymity, but with that anonymity will come a new-found freedom. You won’t know everyone you see, like you do at home, but that will afford you the opportunity to grow and change in a way that you can’t in a small town.
The one sure-fire way to avoid anonymity, to not feel lonely, is to make a concerted effort to meet people.
Remember that first year is hard and lonely for almost everyone. You are not alone when you feel that your courses are overwhelming or that there is no way you’ll pass your midterm. Talk to the person next to you in class. Chances are, they’ll feel exactly the same way and you might get a study buddy out of the deal.