You should definitely take the opportunity. I take students to study in Barcelona for a month every summer, & it's a life-changing experience for many of them. They become more independent, & they get used to the idea that not everyone does things the way we do them in the U.S. Living & studying in a foreign city is so much better than touring. You get familiar with the town/city, & you start feeling like a part of it, instead of feeling like you're a tourist hitting the highlights. Go!!!!
You should definitely take this opportunity. Not only will learning your major be that much more interesting, you will be able to travel and understand culture, religion and other things about another country.
If you are given an option to study in a foreign university, you should definitely take it. Speaking as someone who himself studied at a foreign university and teaches international students on a regular basis; I would definitely recommend it.
Studying in a foreign university broadens your horizons and the university is the best place (in my opinion) to learn about the particular country where the university is located. And that is much better than reading from books or getting an opinion based on movies or newspapers. In fact, foreign universities will expose you to people from different countries and cultures, which can be a true learning experience. Given globalization these days, where professionals from different cultures work together (physically or virtually), it is essential that we develop a habit of working with people from different cultures and what better place to learn that than a foreign university. Also, this will be a great addition to your resume or curriculum vitae.
Go for it...