I can only speak on alcohol (don't do any other drugs).

Don't: party with only strangers, drink that mystery 'jungle juice' from the communal cooler, accept mystery mixed drinks or shots from strangers, chug drink after drink, or expect to drive home.

Do: plan to walk or call a ride home, pace yourself (start with just 1 or 2 if you are new to drinking), pour your own drinks/open your own beers, and stick to friends you trust to keep you safe if you misjudge your intake.

As for how to find parties... make friends with a variety of people. If you're friendly with people on sports teams, in Greek life, and in other clubs, you'll be invited to plenty of parties.