First things first: congratulations on making that choice. It can seem scary, but I assure you, it’s going to be awesome!
When I first decided I wanted to be an exchange student, I searched through my University’s website, trying to find the Exchange Programs information available. My University offered four different ones: Erasmus+, the USA Program, South America’s Program and Asia’s Program. I chose two: Erasmus+ and the USA Program.
After choosing which programs you want to apply to, you have to find out if you are elegible for them. Most programs require a certain level of the language that is spoken on your Country of choice and a certain amount of ECTS credits (or courses passed) in order to let you be part of the program and apply. So, for example, if you only speak English and Italian, you cannot apply to go to Spain or France, but you can apply to go to Italy, UK, Sweden, Poland… and even Portugal, because they only require A1 level, that can be obtained with a 90 hours course during the summer.
In my case, as I had only English and Spanish on my resumé, I couldn’t apply for Italy, France or Portugal, but I could apply for the USA Program and Sweden, which I did.
In order to apply, find out when does your University open the applying form on your virtual campus, and make sure you have all your information with you when you start filling it, because you only have one chance, and the information you send cannot be changed.
Waiting is a horrible part, not knowing if you are going to be chosen or not. My advice is: keep your hopes up! Why is anybody going to get it before you? If you have good grades, you have a great chance of getting your dream destination.