As mentioned before, you can choose where you want to live and what type of accommodation you want to live in(halls of residence, university owned house or privately-owned accommodation), but for all three types there are different issues you need to consider: noise, availability and cost.
University owned accommodation will usually provide a small room (sometimes with en-suite facilities) and a kitchen with most cooking utensils and a washing machine. What many students bring from home for their own room is a kettle and a small fridge. You should ALWAYS check with the Accommodation Office at the university what your residence does and does not provide.
If you choose private accommodation, it is always a good idea to look at the accommodation before you sign on the dotted line as pictures can easily lie! Also, ensure you know whether you can lock your room, to ensure your belonging are kept safe!
As to keeping things safe, it is always advisable to take out an insurance for your possessions whilst living abroad, especially something like your mobile, laptop and bicycle!