I don’t have a number handy of how many people transfer out, but it isn’t important how many people do…it just matters that you can. I definitely know people who have; more than a few.
We will be supportive if you decide to transfer out: we are a school that is about the individual, and sometimes individuals learn that the best school for them is somewhere else. So don’t sweat it. If I were you, I would just enjoy the present moment, and give yourself some time to figure things out before making any drastic decisions. You’ve got four years!
And in the meantime, check out this article.