My D was unable to visit before moving in her first year. When we moved her in, I asked her if it would have made a difference if we had visited first, and she said "no."
She did as much research as she could ahead of time, and for her, it was clearly the best choice.
It is an intense academic environment. I know she works much harder than her friends who chose to stay in-state and attend public universities. But she actually has a better social life than in HS. In HS she was very busy, quiet, and studious. Did not socialize a lot. At Wellesley she has a ton of friends, a bf at MIT, and she makes an effort to balance the academics with fun.