Estoy (I am in) Granada
It is hard being away from family for the first time during the holiday season. Second, keeping a cool head is difficult when a travel itinerary is packed tight (in total, we visited nearly 11 cities in 2 weeks).
Despite these difficulties, there were definitely benefits. First, time abroad allows you to absorb culture shock in a relatively relaxed environment, without the stresses of school. Second, intensive traveling teaches you a lot about yourself and how to plan better in the future. Third, you see a LOT of things in very little time, which, in retrospect, is mindblowing to think about. I cannot believe that I have only been in Europe for 20 days and have already staged a gladiator fight in the Colosseum, ate authentic Italian pizza in Naples, saw Michelangelo's the David in Florence, walked through the Sistine Chapel twice, gaped at the Leaning Tower of Pisa, and more. Since I am a visual person, I am including some of my favorite photos:

In Naples (Napoli).

When in Naples, calories don't count!

In Positano, a vertical town on the Amalfi coast. Fantastic views.

The girls in front of the Fountain of Trevi in Rome.

A sunset from inside the Colosseum.

A replica of Michelangelo's The David, near the Uffizi museum in Florence (Firenze).

A sunset in Venice.

A view of Edinburgh castle (and surrounding areas) from Arthur's Seat in Scotland.
Those 2 weeks of traveling definitely made the transition in Granada a lot easier, especially in terms of jet lag. However, I still experienced a wide degree of culture shock upon arriving in Spain. Being in an extremely urban city and hearing Spanish rather than English or Italian was a mental blow for me.
For future reference, I would recommend study abroad students do what several of my other friends have done: arrive early in the city or country in which you will be studying in and give yourself a few days to get accustomed to that area. This eliminates the stress of traveling in other countries, and allows you to adjust your mindset to the culture in which you will be living in for the next few months.
Another recommendation I received from others and am glad I listened to is to pack light. I traveled to Europe with a backpacking backpack from REI and a Timbuk2 messenger bag. My backpack was 15.5 kilos (2.2 pounds to 1 kilo), and my messenger bag was less than 10 kilos. Know that all major toiletries you need can be bought abroad, and your host family will provide towels and bedding. Whatever extras beyond 3 pairs of clothing, 2 pairs of sturdy shoes, and a toiletries kit of travel size goods you think you may need, you probably will not.
All I brought abroad with me.
Anyway, my time here in Granada (all 2.5 days) has been quite a shock, as I mentioned before. Granada is much more urban than I expected. My homestay is situated in the heart of Granada, which is very convenient. My roommate and I are also fortunate enough to be one of 2 other students to have wireless Internet in our homestays.
Thus far, my study abroad group, which consists of around 30 students from Pacific Northwest universities, have been undergoing orientation since our program started yesterday. It will likely be some time before we all establish regular routines. Speaking Spanish all the time is a little easier than I expected, but still results in the occasional headache from time-to-time. However, as usual, I am optimistic I will have a wonderful stay in this amazing city!