Do not carry too much luggage with you, especially not when you travel via airplane or bus. Think of the fact that you might want to take home some souvenirs, presents, and German books for friends and family.
Check the average temperatures in southern Germany and bring adequate clothes with you for the summer or the winter semester. Do not forget good, comfortable shoes: In Germany people usually walk a lot!
Get an adapter for electronical devices and for your laptop since most likely your plugs will not match with the German plugs.
Tableware and bed linen can be bought easily and for little money: it is not worth it to bring these things along. Also many things are already in the appartments and can be used by everyone. (Just ask your room mates at the beginning about what can be used and what is personal property.) You have to option to buy a set of linen and pillows as well as bed cover on your arrival for about 45 Euros.
Check which things can be taken on the airplane in your hand luggage or what needs to go in the other bags.
Rarely it happens that luggage gets lost for a couple of days. That is why you should always put a tooth brush, some clothes, and especially your documents and money into your hand luggage. If something gets lost please have it always sent to the address of the International Office instead of to your room at the student village. (The mailboxes there are too small there and you might not be at home all the time.) Write down the address and phone number of our office and carry it with you all the time.
Take enough medicine with you if you need them during your exchange in Germany. A lot of special medicine, that you know and need, might not be sold in Germany!
The crime rate in Germany is quite low, that means Germany is very safe in the rural areas. However, you should pay attention to your money and your documents on bigger places like at the airport or the train station. Carry everything close to your body and do not lose sight of your bags and luggage. Do not show anybody how much money you are carrying with you. Belts or neck pouches are better than handbags. Yet, should anything be stolen from you do call the police immediately (emergency call: 110). There you will find help.