how to travel to college with all the necessary stuff if its far away.?

Freshmen in college need a great number of things. The biggest ones are pillows and a mattress pad and etc. What to do ? Its pretty far away(New York, I am in Georgia) and I plan to travel on the airplane, its impossible to bring the mattress there. Should I buy it somewhere when I will arrive?

Also, How much do you think an average student has to spend on all the necessary things?

thanks
PS: New York City