Currently, I am studying abroad in Prague, Czech Republic for two months and I am having the time of my life here. However, sitting in my room not going exploring Prague is not the reason for that.
1. Don't be in your room for anything besides sleeping
The biggest mistake that people make when studying abroad is staying inside of their rooms and expecting to have something pop up for them to have fun. It is important to be outside of your room as much as possible whether that be just going on a walk, or actually going out to a bar. You can explore different sites or people watch at a park. The country your in is most likely going to be completely different than the country that you are from.
2. Go on tours
It is kind of sad when you walk around and look at all of the statues, churches, architecture, and old buildings and have no idea what any of the history is or what the story is behind it. Even if you don't like history, some of the things you learn are so cool and you'll never have guessed it on your own.
3. Immerse yourself into the culture
To get the full experience, you should go and do what the people in your country do. Go outside of the tourist area and see what's around. Eat the food, go to the local bars, or go on a walk to places where there are just regular people who live there. You'll learn so much more and experience so much more doing this.
4. Stay away from your country's restaurants
In Prague I have seen T.G.I. Fridays, McDonalds, Starbucks and even KFC. It is crazy how much of America's restaurants are starting to lurk into these places. Instead of going to places like this because you know you like it, try all of the country's food. Instead of going to a Starbucks, go to a local coffee shop. See what food is similar and different to what you usually eat at home. You don't want to go and not try anything new. What is the point in that?
5. Try to learn the basic words of the language
Everyone in America expects everyone to come in to speak English, and expect for people outside of America to speak English, too. For once, try to learn their language. People actually appreciate the attempt and will help you. You will learn words as you are in your study abroad place, but you should try learning words like "hello", "thank you", "goodbye", "bathroom" or others so that you come prepared. It ends up being fun and maybe you'll have a good story about completely butchering a word.
6. Respect everyone
Don't be that person that doesn't listen to any of the social norms or the rules that are in that country. It is important to try to respect the culture and that way people don't hate you and judge your whole country based off of your bad actions. For example, Prague has a social norm of not getting excessively drunk, or looking like it. People find it embarrassing and shameful so, respecting that is important.
7. Make friends with the locals
The locals will show you around and tell you the best local bars or restaurants! You will get to experience your country as a local instead of a tourist. The people I have met in Prague tell me all the events going on and the new hip thing which is nice for when I have nothing to do! It's given me an experience I wouldn't have gotten without knowing them.
8. Travel
While you're in your country, if possible, travel to another country for the weekend. It is easier to take a quick bus than book a whole other trip. Being in Europe, it is super easy and inexpensive to travel for the most part.
9. Be open minded
Being close-minded will only cause you to miss the whole point of studying abroad. Learning the history, the culture, the food, the people and everything you can is what it is all about! Comparing it to your country or not trying new things will only stop you from having the best experience you can!