Student Thinking About Transferring Needs Help

I am a freshman at the University of Memphis. I am currently feeling like I want to transfer because I don't fit in here. I have joined clubs and tried branching out but Memphis is a commuter school so everyone, including the few friends I have, go home on the weekends. Another thing is all my friends already have friends here because they are from Memphis or they are really close with their roommate and I'm not really close to mine because she has a boyfriend that's always with her. There is nothing to do on the weekends except go to the club or to Greek parties and I'm not Greek and it wouldn't be safe for me to go alone to a party. I don't have a car and even if I did I don't know my way around this city and it's not really safe. I need advice on what I should do. Am I wrong for wanting to leave because I'm not happy?