Joining clubs might not have been the cool thing to do at school, but it's commonplace at university. On Freshers Week, attend the Freshers Fair and figure out what interests you outside of your course. You might have been rubbish at netball or hockey at school, but there are a whole range of sports that you've probably never tried waiting to be explored over the next three years. From cheerleading to rowing, you might find something you have a natural talent for.
If you're not interested in sports, universities normally have a wide selection of non-sporty societies. For example, my university, had a Harry Potter society, a wine tasting society, and an animé society. Joining one is just as much about making friends and feeling part of a community as it is actually gaining experience in this particular field. It doesn't matter if you're not great at what you choose, there's always time to improve and you'll build a lot of relationships along the way.