Hi, Finishing up my undergrad at MSU this year and considering their graduate program for nuclear physics. Some useful links:
www.allmsu.com to find roommates, you may need to have an MSU ID to sign up though, I don't remember
also lansing.craigslist.org for some rental options. Look at reviews before you get a lease on an apartment.
It is a great place for biking, except for when the snow comes. You can get a bus pass for $50 a semester which lets you on any bus routes. You'd likely need a bus pass or car for getting groceries.
www.amtrak.com for train information. There is a station right by campus, but the station is small and a bit rundown.
Good luck!