Congratulations on becoming a newly minted supporter of students studying abroad. Your understanding of what your student is about to experience will not only help your student but will help you rest easier as well. The following essay (reprinted by permission from The Council on International Educational Exchange (CIEE) provides a good overview about the experience.
 
Studying abroad will almost certainly be a defining period in your student’s educational experience — a psychological journey that will transform them into a global thinker with international perspectives and put them a step ahead of the competition in the eyes of prospective employers. In spite of this, you — and your student — may have a wide range of feelings about the upcoming experience, from excitement at its potential to stress at the idea of being far apart. By understanding each other’s feelings and supporting decisions before, during, and after the period of overseas study, you can help maximize this opportunity. Here is some advice on what to expect.
 
Before Going Abroad
Before your student leaves, offer your full support. Let them know that you will be there throughout the experience if needed, including that you can still be reached from overseas. Time abroad often begins with a honeymoon period during which students are excited to finally be in the setting that they have dreamed of. After facing realities such as unfamiliar university procedures, unexpected difficulty with the local language, commuting woes, and the absence of usual support groups, culture shock can set in. At the same time, the student is away from on-campus medical, psychological and advisory services they may have come to rely on (a major change in university life since we attended college is the degree to which students rely on these resources). Expect to hear some tales of frustration, though your student will likely be experiencing many wonderful things as well, even if you are not the first to hear about them. In most cases your student won't expect you to solve problems —as much as you may want to—and is just looking for an understanding ear.

While Abroad
It is by overcoming any difficulties that your student will quickly rise to a new level of independence, so avoid the temptation to become too involved. Ultimately, this is their learning experience.
Also, it’s important to remember that study abroad students are not on vacation. Attending class with your student—or taking them out of class to sightsee—will interrupt the educational process and immersion experience. If you want to visit, it’s best to do so when the program has finished so you can travel together. And it’s not usually wise to try to obtain permission for your student to return home early; the end of the semester is the most important part of their academic experience.

Returning from Abroad
After living abroad for as long as study abroad students do, they can’t help but be changed by the experience. This can take many forms, from new ways of dressing to cravings for different kinds of food to new political perspectives. Don’t worry too much: negative feelings usually last for a very short time, while a realistic view of America and its place in the world remains with most students for life.
Be prepared for your student to experience some degree of reverse culture shock—most do—and need some time to fully readjust to living at home again. In some cases, they may even experience a period of depression or longing to return abroad. Once again, your support, interest, and understanding will help your student during this life-altering experience. Observing and discussing changes like these is an excellent way to share in your student’s international experience, and you will probably want to hear more than most other people, which will be satisfying to your student. Most study abroad participants report years later that the time they spent overseas was the best part of their college years—and that it changed them for life.