Entering higher education is one of the goals of many young people and that transition moment between schooling cycles has a lot of meaning on their lives. In a context marked by successive social, cultural and educational changes and challenges, it is important to reflect on how higher-education institutions perceive and contribute towards the integration of students, from a psychosocial and academic point of view. Alongside, it becomes clear that it is essential to understand the students' concerns about their transition and integration in this context, actively involving them in building knowledge about this moment in their life-cycle. Thus, we created a research project that we named "Learning to Learn" and challenged students to maximize their research. It is a longitudinal study that involved, in a systematic way, students, in a participatory action-research process.