WHEN asked what they were most worried about, one of the participants at a recent orientation programme for US-bound students said: ''Culture shock.'' These students were most concerned about whether they would be able to adapt to the new environment. ''I don't know if my child should live on campus or off campus,'' said a parent who accompanied her daughter to the orientation. The annual orientation programme, co-sponsored by the Institute of International Education and Hang Seng Bank Ltd, is designed to help students who are going abroad to further their studies. Miss Irene Sheung, Senior Executive Officer of the Civil Service Branch Government Secretariat, started the orientation by introducing the civil service as one of the options when the students return to Hongkong for work. ''Be open and ask a lot of questions. Don't be shy, everybody's new so there are no stupid questions,'' said Miss Ophelia Ngan, Consumer Marketing Manager of AT&T, who studied at Stanford University. ''Get involved, knock their doors and introduce yourself.'' She said students should live on campus so they could share with others and help each other, especially for the first year, which is very important. ''I met most of my best friends in my first year.'' Miss Ngan said it would be helpful to take a range of elective courses before deciding on what to major in. She also said even though making friends with other Hongkong students was helpful, it was important to have friends from other cultures. ''Also, be prepared, other people may be very interested in Hongkong affairs.'' Meanwhile, Mr Greg Fairbrother, Student Adviser of the Institute of International Education (IIE), focused on culture shock and financial planning. ''You may miss your mother's Chinese soup, but try something else. It will take a while to adjust,'' he said. He told the students to contact the foreign student adviser in their school. ''Go to the orientation for international students, and also find a host family so you can have a place to stay if the campus is closed during holidays.'' He also said students should have a rough idea of how much things cost so they could budget their money. ''And remember to bring some cash with you.'' Miss Ann Gordan, Chief of Non-immigrant Visa Unit of American Consulate General, also attended the orientation to answer questions regarding visa applications.