Upvote:4
It's not security who will ask, it's the immigration officers on arrival. If you have applied for and received a student visa, you will show it when you get there and be all set. If you're looking for more of a visa-on-arrival (like the B1/B2 I get when I briefly visit the USA from Canada) then your questions (and the paperwork to back up your answer) will be things like:
If you have a scholarship or stipend or the like, bring proof of that. If there is a year's worth of money already in your bank account for you to live on, bring proof of that (just print your account summary and bring the printout.) If you've arranged somewhere to live, bring proof of that. If you've already got your homebound ticket, bring proof of that.
I don't know if you can arrive as a student without the visa in advance. This is the most important thing you need to know. Your admissions office should be able to help you with that. If you need the visa, start getting it now.
The US Customs and Border Patrol have a helpful page that explains the various visas, and what paperwork you need to bring. This includes items that you should have on your person (not in your checked luggage) and at least one item that will be given to you in a sealed envelope when you get your advance visa and should not be opened before you reach the immigration desk. Make sure you understand everything on that page well, including the process of getting the visa in advance if you need it.