You can visit family, but you're right. You should have evidence that you are still enrolled in the program, as well as evidence that you plan to travel there before your program starts in case you are questioned by a border official. If you have your living accommodations settled, bring those documents. You may want to book a bus, train, or plane ticket to your final destination before you enter the US.
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You can enter in another city, but plan out your trip and carry your itinerary with you in case of questioning at the port of entry.