One thing that students often aren't prepared for when they decide to study abroad is the level of stress they'll have to deal with. University life in general is fairly stressful, as is any lifestyle build around deadlines and evaluation.
But when you study abroad, you add the additional layers of integrating yourself into an unfamiliar society and dealing with unexpected cultural conventions that often pop up in unexpected places, such as in university administration procedures, to figuring out how best to manage what is often a very significant academic workload. That being said, the stress of the international student, while often overwhelming at first, can be managed and ultimately lead to a better outcome.
The first thing to remember about that stress is that it represent the enormity of the challenge that you're undertaking, and it's only natural that you'd feel the strain. You're not superman, and no one expects you not to have a little difficulty at first.
Secondly, use the stress as an excuse to set goals for yourself that wouldn't be imaginable if you were studying in the States. Try taking the advice of Benny Lewis, a blogger who speaks 8 languages fluently, and refuse to speak English for your first few months. It'll be hard, and you'll be sweating bullets the first few weeks, but eventually the stress will melt away, and you'll wonder why you ever worried about it in the first place.
Another good piece of advice is one that I received when I first moved to Germany: Never refuse an invitation. Many international students find themselves isolated and alone midway through their first semester, and the resulting stress can destroy any chances for academic success or, more importantly, happiness. It's important to take advantage of every opportunity presented to you and build a solid social community around yourself, whether it be friends from class, campus groups, or people around the community who share your interests.
Ultimately, if you do find the stress getting to be too much, be sure to seek help either from your schools student association (AStA), from the International Office, or from Student Health Services. Your AStA can provide assistance with legal problems, can help you contest a grade, and can even extend a small loan if you're having money problems. If things are really looking dire, most universities have a school psychologist or counselor, and you can also ask for help with a referral to a local English-speaking doctor.
At Eight Hours and Change, we also try to help any students who are having troubles adjusting to live in Germany, or who are feeling weighed down by the stresses of studying. If you are ever going through a difficult time and need help finding counseling, support, or just need someone to talk to, feel free to reach out to us and we'll try our best to help.