#1 thing thing I would tell myself if I had to do freshman year over again:
go to social events in the first week or so. MAKE yourself go, and make an effort to meet people. Try to be friendly, and try to engage your room mates. Invite them to watch a TV show with you or go to the student dining center. It'll probably put you out of the social skills you are used to and you may even feel embarrassed sometimes, but it gets YOU out there meeting people. The more people you meet, the more likely you'll find someone you can bond with. And the more likely people will recognize you later into the year.

As far as needing a personal space - that was me too. I've always treasured MY space. Maybe you can make your part of your dorm room special and safe. It's not as good as a personal room but there are things you can do! Bring some personal items with you that have some meaning. If there are bunks, are you comfortable on the top? If so you can isolate there if needed. If on bottom, you can make a "bed fort" in most bunks with an additional blanket covering the bottom. You can say you need to sleep in the dark/are bothered by light if anyone asks. Just some random ideas for making your own space.