I've been in school now since early August - and am more than halfway through gross (so I'm a month or so ahead of you). I think EVERYONE felt that way before the first exam. After that, you get a feel for what you're supposed to be learning, what you should spend more time on, what you can tone down on. If any clubs do a review before your exams - GO TO THEM. They are GOLD. If you have an upperclass big brother/sister type arrangement, then ask them. Look at old exams (if possible) for a gauge of how you're doing in your own brain. If they're not readily available, ask the curriculum office if they have copies of old exams you can review, even in their office if need be. Reviewing old exams really helps you see if you're studying anything close to the right material.
Now, after your first exam assess:
Did I pass? YAY! Note I did not say "high pass".
Did I not pass? Uh-oh. By how much? just a little? Or a LOT?
If you don't pass your first exam, don't panic. you should be assigned a tutor. And i would haul your butt to the learning center ASAP to get tested for how you learn best. Go visit your professors and ask them how to do better, what hints or tricks they have for you. They will be surprisingly helpful, especially if you make the first step (but please don't bother them until after the first exam unless you're REALLY REALLY feeling lost).
Now lastly: TAKE TIME FOR YOURSELF. This is SOOOOO important. I don't mean get drunk and not remember the evening - I mean take time to do something GOOD for yourself. Cook a GOOD homemade meal. Take a walk in the woods, on the beach, somewhere peaceful and NONMEDICAL. No listening to lectures allowed, either. A break is a NECESSITY for your mental well-being.
EVERYONE feels overwhelmed, lost, and so far underwater they can't even see the surface, nonetheless get any air. It gets better. Really. 🙂