Don't just go and introduce yourself then stand there looking awkward / run off, say Hi I'm ... do you know where X is? or ask what they are studying or what their plans for the rest of the day are. I went on a week long taster course this year and made friends simply by being pathetic and going up to people saying hi, I don't know anyone and you weren't talking to anyone so I thought I'd introduce myself.
If you decide to take cake / chocolate then don't just stand there handing it out or it will look like you are trying to "buy" friends - you could find someone who looks friendly, introduce yourself, ask if they're settled in and then tell them you have cake etc do they want to take it into the kitchen and help you hand it out...
If you take alcohol then don't get it out in the middle of the first day - wait until the evening otherwise it might give the wrong impression!
And yes, keep your door open and invite people into your room for coffee or something. It also helps if you forget something like a map or a pen or shampoo - gives you an excuse to talk to random people.