Bike lights can be purchased cheaply at Poundland, although they require batteries to use. You can usually get lights from your JCR or MCR too - just contact your college to find out more! If you don't have lights while cycling at night, you can get an on-the-spot fine of £50, so it's really important to get lights and have them on you before it gets dark.
Reflectors can be a great way of making yourself visible at night or when it's foggy. Look out for free reflectors at the Freshers' Fair at the beginning of the year!
Wearing a helmet can save your life. Be sure to get one that fits your head properly, so that it doesn't fall off in the even of an accident!