Sounds about right. Everyone I've spoken to has been under an intense amount of stress for at least one period of time during university, whether it be about coursework, exams, resits, relationships, finances, physical/mental health or a combination of more than one of these.
One of the most important things is to learn how to prioritize. Once you're able to do that, it gets less stressful and waiting for holidays is worth it, because you won't have the repetitious thought of "what if I messed up that exam or what if that coursework was crap". Same with social bonds, plan your days off, but stick to it and don't skip studies many times spontaneously because you might have lots of fun, only now and then.