Want the big city
Certainly, choosing a big city for studying has many advantages. European metropolises are very cosmopolitan and therefore it is going to be easy to get along, since people are used to internationals like you. It is easy to meet other internationals, also from your own country, and most probably you do not even have to miss your local food since there are international restaurants and supermarkets spread all over the city. A wide offer of cultural activities as well as an exciting nightlife doesnt let you sleep for seven days in a week if you wish! Are you fed up with the hectic pace of the city? Train stations, buses and airports will be close-by to bring you somewhere else!
But of course, there are downsides as well. As everywhere, life in a metropolis is quite expensive compared to smaller cities. It might be quite a difficult task or even impossible for you to find a good, affordable and centrally located accommodation. Be prepared to pay 400 and more for a tiny room in a house which you have to share with numerous housemates. You think dormitories are a good alternative, then? Since most universities in Europes metropolises exist since hundreds of years and grew continuously they usually do not have a campus. Most students live in private accommodation and there might be no or just very few dormitories.
University buildings are usually spread throughout the whole city, so transportation will take quite some of your free time and money. If you are unlucky, even lectures of the same department and on the same day are held in different buildings, requiring you to travel forth-and-back through the city during the day.
Besides numerous benefits, living in a cosmopolitan environment also has its disadvantages. It might be difficult to get in touch with the locals, experience local culture and cuisine and learn the local language if everybody speaks English and you are surrounded by other people from your country.