I'm still in college, so maybe I can offer you a bit of info from that perspective...
I've been to numerous retreats, and found most of them very effective. To answer you question, yes I have noticed this to happen, and I feel part of it is due to lack of a support network, be it from elder siblings in college, or going away to a new city or state where you don't know anyone and not being familiar with the campus, not knowing what "college" is really like, etc. These are all, in my opinion, natural feelings, that come along with a woman's finding her niche and coming-of-age. Maybe you can address the above at your retreat (s). I have a question though: would this be an activity for girls living in a specific dorm/ residence hall, or for the entire college campus?
If it's for a dorm, then I think this would be a good activity, esp. for the freshmen women (and even more so for those that came to the college not knowing anyone else there). You could have workshops put on by female upperclassmen, tell them about classes and professors, suggest activities and organizations they may be interested in and want to get involved in, and also have some type of activities that help them learn where their strengths lie, what type of personality they have, and about their leadership potential (esp. in relation to what types of organizations and clubs they may want to pursue involvement in).
Another good idea is to have a resource fair, consisting of representatives from various organizations recruiting members for their respective orgs. This could be a campus-wide activity. I've noticed that orgabizational involvement, esp. where it involves taking a leadership role, is a gradual but steady self-esteem booster (can you tell I'm super-involved on my campus?

).
You could also, if you are speaking generally for the entire female freshmen population, have workshops held in the residence halls (since tons of freshmen live there), and also have some held on your campus. You could even have a series of workshops, focusing on different types of things in relation to self-esteem building, like body image, for example (that's just one of a variety of topics that could be addressed). Having female upperclassmen who exhibit good self-esteem is also, I feel, an integral component of these proposed workshops. In addition, having women that have good self-esteem (like yourself, and others who are going to be around these girls consistently) take part in these workshops is also an essetial part of the workshops and retreat(s)...You may want to contact a women's center/women's health center (if you have one on your campus--sorry, I can't think of any) for assistance on books and other materials. Or you cant contact a local center in your area to give you some direction...
I hope I have helped. Feel free to PM me if I can be of any other assistance...I will try to think of more ideas, and if I come up with some I will post them later.