Excursions
I recommend taking advantage of all your free time to explore the area in which you are studying. Even if you just take a train around the city, or go to a park, get out and see everything that you can. I had the opportunity to play ultimate frisbee a few times with residents in a local park in Amsterdam. I was also able to experience a variety of local food in both Amsterdam and Denmark when I explored the area. I experienced local street markets and malls with a group of students from my program. If your program allows you to travel to another nearby country, do so. My program required travel with a buddy, so I recommend trying to coordinate your travel interests and plans as early as possible, so you do not miss out on inexpensive travel opportunities. If your program does not require a travel buddy, it is still a good idea to pair up with people from your program so that you can explore together. It is easy and cheap to travel by train to nearby countries when in Europe. If you are unsure about traveling alone, a travel buddy is also a good idea. You can make day trips if you leave early and plan your day well. With some pre-planning, it is possible to spend a full weekend away if you want to explore more than one area. Although I did not know in advance that I should pre-plan trips, I was able to go to Sweden as a day excursion with my group.
Sweden 
Stroopwafel