Yep - you will get the occasional person who steals your milk but I think that's standard! I did bring a mini fridge to keep milk cool in my room (you know, the kind that can fit a couple of cans), but I don't think that's really necessary. If you've got a big kitchen you'll get a cupboard where you can leave all your cooking stuff as well, but I think that doesn't generally happen until third year (can't remember which buildings have that set-up, sorry!). You can also keep a kettle in your room.