Original post by TheIrrationalIt depends on the university I imagine.
However my experience was that it was a big step up, or big change, in all 3 criteria you stated.
The teaching changes from teaching to lecturing. Which is different because in school/college if yours was anything like mine, you would try and do some questions and could ask your teacher if you get stuck, lectures focus far more on just delivering information to you, which very little chance to ask questions.
I found the independence a big step up too, on top of living on your own (most probably for the first time) there is a lot less support on homework/assignment/coursework questions. At my university there is a supervision system in the first year where, in a group of 5, you have 2 hours a week with a 4th year or PhD student where you can discuss problems your having, however beyond that the work is predominantly down to you, and any friends you make on your course, to finish.
The work itself is nothing like A level work. Quite often there is no "answer" and it's more about proving results, which it turns out is not always an easy task. I found the difficulty of work the biggest step up and change, purely because it's a lot of new topics and it's just getting used to it. After a year though you'll have got used to everything and it will be fine, you just have to work in the first year so not to fall behind. However luckily, the first year rarely counts for much towards your degree.