[Genuine Advice] You should really have someone you can lean on to, some friend or family you can share stuff with, someone to support you. I personally didn't have a stable family to fall on to.
But if you have your parents, siblings who can support you, be your friend, it's completely okay to not have college friends or any friends for that matter.
You need some people to cheer you up, to move on with life, to share happiness with, to have fun and most importantly to have support. If you're not having that in some or the other way, you might fall into depression.