Welcome to the forum and good luck with your studies

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When you applied for your visa and such, did you have to visit the nearest consulate often?
Actually, you don't need to visit any consulate at all

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The only UK consulate in the US that processes visas is the one in New York City, so you won't have to go anywhere near the consulate in Nashville (they wouldn't be able to help you anyway, because they don't deal with UK visa applications).
The way the visa application works is that you acquire all the supporting paperwork for the visa (the university in the UK will need to issue you with a Certificate of Sponsorship and then you fill out the online visa application.
Once you have completed the application, you submit it online and pay for it, and then you will be prompted to make a biometrics appointment to have your fingerprints and photo taken digitally (a 5-10 minute appointment).
The biometrics are done at one of the 129 USCIS application support centers across the US (you can choose which one), run by US immigration... so you will be visiting a US immigration office, not a UK consulate, to have your biometrics taken.
Once you've attended the appointment, you then mail all your application documents to the NYC consulate and then wait for a decision on your visa.
If you want the visa processed within 48 hours, you can pay $150 for Priority Processing on the day you mail your documents to NYC.
Or alternatively, Tier 4 student visa applicants have the option to pay $100 for an in-person premium appointment, which gives a same-day decision... however, you would need to travel to NYC for the appointment at the UK consulate there, so if you don't live near NYC, that might not be practical/cost-effective for you.