After you have secured your F1- student Visa, and booked your air ticket.The first thing that you have is the I-94 that will be given to you in the airplane.
The I-94 card given to all nonimmigrants when they enter the United States. The I-94 card serves as evidence that a nonimmigrant has entered the country legally.
** Be careful with this card, as this is the proof of legal entry into USA **
The first airport that could/could not be your destination airport in USA, the first airport at which you land in the USA becomes the POE ( Port Of Entry ) where you will have to submit your I-94 Card which was given to you in the airplane.The card will be stamped and returned back to you.
Check out the sample I-94 card here.