Studying abroad provides excellent opportunities for growth, but can also bring new uncertainties and risks. In this exploratory study, female international students studying in the U.S. (n=29) responded to open-ended questions designed to understand better the types of risks they experience and the ways they respond. Inductive content analysis identified a set of five thematic categories: a) social risk, b) danger risk, c) daily task risk, d) self-development risk, and e) isolation risk. Students reported dealing with these uncertainties through a combination of weighing risks through information and trusting others, playing it safe at times, but pressing forward in other situations to make the most of opportunities.