If you ask me what is one important thing in my life that has shaped me? I would say...SPORT for sure! It is a significant part of who I am, and the thing I would not function well if I miss out!
Exercise is a big part in my life is because I always have a sense of "reborn" after doing it. It is a tremendous benefit to your entire body, as well as your mind. It can help you sleep better, and it makes your system release chemicals (endorphins) to help you feel calm and peaceful. As you exercise, your body gets fitter and stronger, and thus, your mind starts seeing everything, including yourself in a better light. Exercise is also a wonderful way to feel as if you are accomplishing something. It's a wonderful feeling to set yourself a goal and fulfill it, and exercise can bring that to you.
I have to admit that, as a graduate student studying abroad, honestly, there are situations when you could get really tired or overwhelmed. So, what should you do then? Go to sleep or watch a movie is a good choice, but I would still suggest you try going to the gym to do some exercises. It won't take you much time--maybe from 30 minutes to 1 hour. It's worth sparing that time in your everyday life, since it could be a "reinforcement" or "guarantee" to have a better study or work later on.
Since you are (would be) in Minnesota, if you could spare more time on shaping yourself, why don't you try something that is especially popular here? For example, roller-skating , skiing, or snow-boarding? I'm sure you will be rejuvenated and so grateful of finding out all these amazing resources that around you!
So be active, your body needs to move around! :)