You need to make sure that you are properly insured when you study in The Netherlands.
By law, you must have a healthcare insurance. The type of healthcare insurance you need depends on your personal situation. There are 3 different types of cover: Dutch public healthcare insurance, an EU Health Insurance Card or private insurance. Here you can find any information about insurances.
You might also want other insurances, such as a liability or household insurance. These are not mandatory but recommended. Check here for an overview of the insurances you can get.