As a foreign exchange student, you need to be prepared to enter another country. This can be done by spending time learning about the culture of the country, learning about the history of the country. Before you leave, make sure your belongings are organized and easily accessible. Purchase a phrase book of the language and practice the key phrases you will need upon arrival such as "hello" and "thank you." Make sure you and your parents have a plan for getting you money, if the need arises while traveling.
As a foreign exchange student, you will be living with a host family who will provide a place to sleep, eat and live. Getting along with your host family is of utmost importance in making your experience as an exchange student a valuable and exciting one. When you arrive, bring a small gift for your host family. While you are living with the family, make sure that you follow their customs and house rules. Be respectful and try to understand the culture of the family and country. Use their language with them whenever possible. This is an opportunity for a lot of practice, and it conveys to the family that you are making an effort to get along with them.
To maximize your experience as a foreign exchange student, bring a guidebook of the country you are staying in. When you are not studying, try to visit sights as much as possible. Talk to your host family and other people that you meet about their favorite places. Learn about their lives and experiences. If you have an opportunity to travel outside of the city you are staying in, take advantage of it because it could be a good way to learn about another place.