Each of the colleges of the University of London have lively Student Unions, bringing together places to eat, drink, listen to music and relax, as well as information about most student services, such as health care, careers advice and accomodation. Whilst students from any college will be able to go into the other Unions, they might not be able to access all of the services. Additionally, on Malet Street, there is the University of London Union (ULU) which serves London University students across all the colleges and institutes.
Remember that being a student is about so much more than simply getting that piece of paper - try to take advantage of all the wonderful things that London has to offer, and the new and interesting people you will meet here. It's important to succeed, but it's also important to keep a sense of balance. All of the colleges will have counselling services to give you advice, help and support if things get on top of you. Remember - there is always someone available to help you.