A collegian is a student at a college or university. It could also be a former college student: in other words, an alumnus.
Are you a high school student? If so, you're not a collegian, which is a word for someone who is enrolled at a college (or is a graduate). People who go to universities are also called collegians: the key part is that you're part of higher education. If you dropped out of college, you probably wouldn’t call yourself a collegian. This word suggests you are getting or have received a college degree.