First of all, have a
since you sound like you need one.
Starting a university course is a huge step for anyone - as you noticed it's very different to A Levels in terms of both the amount of work and the amount of support and advice you can expect from your lecturers. But, don't forget that everyone is in the same boat and the people assessing your work are aware of this and won't judge your work by such high standards as they will later in your course when you've had chance to settle in to university and adjust to the different expectations. In other words - don't think that just because you're finding it hard to adjust to the different demands of university you're going to fail or do badly at your course - you're not, everyone on your course will be feeling the same way and you'll all adjust and get used to university-level study soon enough.
If you're really struggling with academic expectations then talk to someone in your department about it. Do you have a personal tutor system at your university? If so then try talking to your personal tutor about your concerns. Or maybe you have a course director or year director who you could speak to? If you're not sure who to talk to then go to the general office/secretary for your department and ask who you should talk to. Or if you're not comfortable doing that then just wait at the end of a tutorial and speak to the tutor about your concerns. They'll be used to first year students having difficulties with the course and they'll be more than willing to help you and offer advice.
Now, what you said about not yet having real friends at university - again, that's what everyone goes through when they go to uni for the first time. You'll only have been at uni for a few weeks or perhaps a month at this point, right? You can't expect to have best friends already - it's all about gradually getting to know people and eventually you'll start to get closer to your friends. If you try comparing friendships made at uni to those at home you're going to feel like you have no friends because you've had your friends at home for years and yet you've known people at uni for only a few weeks. It gets better, I promise - when I came to uni I spent weeks sitting in my room alone at night feeling like I'd never get to know people and yet now I have an amazing group of friends, both people who I know are there when I need to talk to them and people who I can just go out and get drunk with.
You might feel alone now, but I promise that later this term or the start of next term you'll be amazed at all the new people you've met and made friends with.
Are you living in a hall of residence? If so you might want to see if they organise any kind of social activities where you could meet new people. Alternatively go to your students union/guild of students/whatever else it's called and find out what sort of clubs and societies are available for you to join, then just go along to a meeting and talk to people. I'm involved in numerous student societies and I can promise you'll be welcome at any club or society you go along to - people are always happy to see a new person turn up for the first time and you'll be made very welcome. And besides, student societies normally follow up their meetings with a quick trip to the pub so there's another opportunity to get to know people.
On the feeling depressed all the time - firstly, there will definitely be a counselling service at university you can seek help from if you think that would help you. Again, the students union will help you with this - have a look on their website and see if they give information about a student advice department or student services department and then you can call in/phone/email to ask to speak to someone who can help you. You can also go to see your GP if you feel they would be more helpful to you. Your students union might also run some sort of helpline which you could phone if you just need someone to talk to - again have a look at their website or ask the student advice department for details.
Even if you don't feel that you want to speak to a counsellor or anything, there are plenty of things you yourself can do to help you feel better. Try setting aside an afternoon when you tell yourself you won't do any work you're just going to do something which you enjoy and makes you happy - maybe that's watching your favourite film, reading your favourite book, playing a musical instrument, listening to some good CDs - whatever you enjoy. Just try doing something nice for yourself - maybe buy yourself a CD you've been wanting for ages or buy yourself a meal from your favourite takeaway or call a friend from home for a good long chat. Anything which might give you chance to forget about your problems with university for a few hours and make you feel a little bit happier afterwards.
Anyway, god I've rambled on for hours here. I hope some of this was vaguely helpful. If you ever need someone to chat to about any university stuff feel free to PM or email me anytime. I've been at uni over three years now and I honestly know how difficult it can be to adjust to university, but I also know that once you've had chance to settle in and get used to everything you can have a fantastic time as a student. So...take care of yourself, try not to worry too much and try talking to student advice/your department/students union - all of them will have years of experience of helping students and they'll be able to offer you some good advice about improving your experience of university. Good luck with everything, and have another
for good measure.
*Fizz.