What must an international graduate student do before arriving in the US? I am an international student, and I am going to be doing an MS in Structure and Materials in Aeronautics at MIT. Before I arrive, what do I have to do?
Some key things that any international student will typically need to do before arriving in the USA:


Obtain a student visa.  Your institution will be able to support you, but you are likely to need to lead the process yourself, including going to a US consulate in your country.  This can take a long time, so it is important to start many months in advance.
Make sure you have any required vaccinations and health certificates (I'm not sure whether this is part of the visa, or separate; your institution and the US consulate can advise)
Find housing.  Some universities will help with this, many do not.  For example, MIT is notoriously bad about this, and the Boston rental market is insane.
Ensure that you will have health insurance.  The US (still) does not have a national health system.  Your institution will likely provide insurance, and may assist you in enrolling, but not all institutions will.
Ensure that you will have access to money from your bank accounts, if needed.  This can sometimes be a difficulty, and many things in the US are much more difficult to do without a working credit or debit card.
Ensure that you will have a working cell phone.  The US does not use the same standards as most other countries, though this is slowly changing.  Just changing to a local SIM card may or may not work.


Caveat: I might be missing some things from this list...

Regarding scholarships: the USA does not have any organized system of scholarship exams.  In many cases, however, graduate programs in STEM fields ensure financial support for their students through TAships or RAships.  Any reputable Ph.D. program will do this, but Masters programs are much more mixed. Check with your particular program to find out what they advise.