Can't say much more about the social side, but you WILL find it difficult to find somewhere to live in Luxembourg. The list Eurocontrol send you is useless (unless they've updated it). The most helpful person I found in Lux is the director of WSL (Wunneraum fur Studenten), Monsieur Francois Carbonne. You could probably rent one of their rooms- they have very reasonably priced rooms in 6 houses all over Luxembourg. You're very lucky Eurocontrol are giving you such a decent period of notice!
If you can, get in at Number One in Belair (and try and get Room 3. It's huge, cheap, quiet, and it's got a balcony). Contact Mr Carbonne via
http://www.wfs.lu/. You need to apply, write a covering letter and supply proof that you are a student. I found it helped a lot to call in to the offices in person.
If you need any more info, just PM me and I'll send you my email address. Good luck in the course!
Nil Illigitimi Carborundum