If you are using a laptop then there's no need to print the lecture slides. If not, then it really depends on the subject. For the maths subjects, you'd want to use the lecture slides or the notes they supply you. But that assumes that the lecture slides are built in with space to write your working out. Otherwise, have fun writing complete working out with a graph included on the side of the page : ).
For science subjects, that's a preference thing. I typically just used a blank page to write things during lectures, but used the lecture slides on some occasions when I could print them out.
Here is an answer that will address many questions that are commonly posed:
http://www.youtube.com/watch?v=vsBP5P0Xe2cEdit: (I'm not too familiar with how university languages other than English lectures are run).
Good luck nonetheless with your first year!