I can't talk about Glasgow but I can tell you about my experience having lived in three university accomodations.
The positives
1) It is convenient. Most of the time you will be on campus meaning you don't have to worry about getting the bus in or how you will get to university. I have known people to wake up 5 minutes before a lecture starts and get there on time
2) It is where most other first years are and therefore it may be easier making friends as you will all be going through the same situation.
3) Bills are usually all included so finances can be easier to understand. Also I can't speak for every university but I know some can give extensions on rent if you have money trouble whereas private landlords often will not.
The Cons
1) The people. You never know who you will live with. Sometimes it will be amazing and you will stay friends for life. Other times not so much. I feel ok about my current flatmates but in a previous flat I eventually had to move out of, I was severely bullied and had a lot of my stuff stolen.
2) Noise! Most freshers do like to party. Personally I can't think of anything worse meaning I stay out the way and try sleep. If you are like me this can be really frustrating as you can have very disturbed sleep some nights if people are partying etc. However lots of accommodation have wardens or security who you can ring about noise complaints and they can often make it stop.
3) The cost. Not in every case but most of the time halls is going to be more expensive than private renting. Universities can pretty much charge what they like within reason as people are always going to stay there.
Overall its up to you to decide. There are positives and negatives of both ways. I know people who went private straight away, people who stayed at home and people who were in halls. Everyone has good and bad things to say about each one, it just depends on what will suit your situation, budget and personality.