Learning to live without your folks is always going to be a change, but look, it's far far easier to deal with fellow students gradually, from halls through to renting together in the years after, it makes the transition much easier to deal with I would postulate than suddenly deciding when you're 25 " erm, i really need to move out now, but where?!"
hang in there at least a couple of months and I'm sure you'll deal with it with ease. You can always visit your family regularly, but don't keep going back all the time as otherwise you'll miss a bit of the Uni bonding experience in general.
Personally I loved moving away, but then my parents annoy the feck out of me, so not at all the same circumstances