Using the very small amount of info you’ve given, I will be blunt and say that in my opinion transferring out of Wesleyan is a very bad idea.
If there are mental health challenges, those will follow you wherever you go.
If there are aspects of Wesleyan you struggle with, I would work on addressing those. Utilize the school’s counselors.
Being able to attend a premier institution for free is an amazing gift I would not throw away lightly.