Always have your passport and I-20 along with you. You will be asked to fill out an arrival form ( I-94, White form if you are on  F1 Visa) upon landing.  You need not do this when you transit. Assuming most of you are landing at NYC airports, you will receive this form during the second leg of your flight ( with one stopover). Please declare all the items ( esp food products etc). Usually it should be fine, but the custom check is random, so be on the safer side.

Upon landing, you would walk towards the immigration desk for non-residents ( you just need to follow your fellow travellers). You would be asked basic questions like a) Purpose of your visit b) Where would be studying or staying etc. You can mention your temp house address here. After clearing immigration then you head to collect your baggage. NYC is a busy airport handling lot of traffic, so do not panic if you cannot spot your luggage even after 20 mins. Just wait.

After collecting your bags, you head to customs check. Almost all the time they would let you go without further checks.