Venting about my first year in college (19,F)

I feel so lonely constantly, I (19) just got to college a couple months ago! I really am enjoying it, I love my sport (track), new friends and I even got a boyfriend. Which its my first adult relationship, but for some reason I still feel lonely and more anxiety prone. I've always struggled with my anxiety and recently got medicine for it which helps alot!! But for reason I still feel so lost. I feel like I'm not good enough for anything or anyone. No matter how much reassurance I get, and self reassurance i give myself. I really struggle with feeling connected to others. I feel like no one understands my interests or my feelings, and when stress comes along I cant battle it correctly. For example, this semester I really struggled with my biology class and everyday,without fail, I felt suicidal in that class and would frequently hit myself when I'd get overwhelmed. Once, during finals week, I even took a butter knife and cut my arm, I immediately regretted it because I realized how that doesnt help. Is hitting yourself normal? I've never really had this severe of anxiety, high school I was anxious but typically kept it inside and behind closed doors because I didnt want my family to see my struggles because they've always said I'm "the normal one" compared to the rest of my siblings