I also had to ask myself the same thing, if it was worth it to go to the College, since the journey was so freaking long. However, I realized it isn't so dangerous if you keep to the path, and it actually benefits you. By the time I reached Winterhold, I had leveled up a few times and earned (looted) valuable items. Also, if you start from Whiterun and keep to the path, you will eventually come across Windhelm, a city surrounded by farms, (where you can harvest many crops) Snowberries, and a stable, where you can buy a horse if you haven't done so already. If you decide to join the Stormcloaks, you MUST go to Windhelm in order to join the rebellion. I noticed that if you start the journey at a good time, (7 AM - 10 AM) and you sleep or wait during the night, you have a better chance of surviving. When I traveled,I only faced a few Frostbite Spiders, which were easily dispatched because of my fire spells, and a some giants and mammoths,which I easily avoided. All in all, it's worth it.