Depending on where you live in the US, you will encounter various climatic conditions and extreme weather events. Up north, it snows and blizzards are common. Out in the desert conditions, it is extremely hot. Down south, the winters are not as harsh. Nor does it snow regularly. But, they do have hurricanes. Mid west have tornadoes. Depending on where you live, you must be aware of shelters and evacuation procedures in the case of an extreme weather event. Universities have alert/warning systems in place. For both man made and natural disasters, they have policies in place. Familiarize yourself with these procedures. Local and federal governments will issue updates via various media during emergency situations. Follow the new closely.
During regular times, plan to wear appropriate clothing depending on the weather conditions. It takes some time to get adjusted to pollen, weather etc. Weather changes effect not just international students but all people in various ways. Your first go to (in case of health issues), must be to resort to home remedies. If that does not work, pay a visit to your local health clinic.