Avoid using the term "weapon". Tool, sporting item, antique collectable but not "weapon".
Legally any object can be termed an offensive weapon if it is used in an offensive manner, fountain pen or machete. In fact Glasgow youths were using Biro pens to stab one another in the neck, a pen isn't an offensive weapon but used in that manner it is.
You can EDC a non locking 3 inch folder, although don't take it to a football match or night club because the police will have cause to take it off you if they search you (which is fairly unlikely to happen anyway, its nevered happened to me).
You can keep sporting equipment and tools in your room (baseball bats, hockey sticks, axes, outdoor knives), but don't go flashing the blades around. 18yr old students will probably think you're a nutter and grass you up to someone in the university.
I would look into the university rules on whether you can keep crossbows and air rifles in your room (although what no one sees, no one will know about will they? Discretion is best advised!).
Find out if there's a uni archery or air rifle club, if there isn't there'll be one near by.
As for Tony Martin he had his licence revoked (for dangerous theatening behaviour) some years before the shooting, his guns were illegally owned and (rightly or wrongly) he shot a 15yr old in the back (killing him).
When out and about use common sense. Don't get drunk out of your skull and then try walking home through Moss Side (Manchester).