Feeling depressed at school?

I think there is something wrong with me possibly (depession), some back ground info about me is that this is my first year at University and i have a very caring family who supports me. People always say university is the best time of your life but for me it seems like the opposite, My university is only 3 hours away from my home and i always feel homesick to the point where sometimes i cry in my room, i have good friends that were from my highschool and met new people but my homesickness has gotten to the point where i always feel alone and hopeless. sometimes i even skip cl or choose not to go out with my friends. Sorry if i sound wimpy and like a big baby i guess i just cant handle my emotions at the moment, becuase of this my friendships and marks were affected and i dont have the courage to tell my parents this, i just think they will think that im not mature. Do you guys have any tips for me? mayb i should consider transfering to a closer university