If you are near a border station, go in and talk with the supervisor.
Sometimes they can be very helpful.
I lived up in da Soo for many years and there were a BUNCH of Canadians working on the American side. I once considered a 'permanent' relationship with a woman in Sault Ste. Marie and spent a good deal of time investigating a move in the 'other direction'.
It seemed that it was much easier for a Canadian to move or work in the US than the other way around.
You would, probably, need a sponsor (job & place to live) in order to change citizenship. However, a student visa should be pretty easy to obtain. Talk to the school as well as the border station. Often, the schools will have everything you need to come down as a student.
Be Safe