Well I am am university and I get a with a couple of people have a few god friends but I don't like drinking or going out that much, people say that there is something wrong with me as I don't do all this things university students do, it gets me down a lot is there something wrong with me?

As long as you are happy with your lifestyle, I don't see a problem with it. I have a few close friends that I like going out with occasionally, and sometimes I might have a drink or two with them. I think sometimes other people forget that there's more to life than partying and drinking. Sometimes I would much rather stay at home alone and knit or watch movies. As long as you're happy, there's nothing wrong with not always wanting to go out.

Thank you I just get made to feel like I am boring, and gets me down. I enjoy my own company it is strange

It's not strange :)

Let them think you're boring, as long as you're not actually bored.

No I am hardly ever bored, I have too many studies to be bored