IMO it is a mistake to think about transferring before you even start college. This mindset will stand in the way of your developing meaningful friendships, creating relationships with professors, getting involved in ECs, etc.
Be aware that s successful transfer can absolutely be done but it is not easy. You will he starting in a new environment when the vast majority of your peers will have established routines, friendships, awareness of professor expectations, etc. while much will be new to you.
I’d recommend you start Penn State (a school so many students love and thrive at) with the intent of staying four years. It is fine to throw in some transfer applications (I’d recommend after sophomore year) but I would not count on them working out.
As a side note, Columbia has a huge core curriculum and it may be difficult to complete all the courses required for graduation (the core plus your major) and graduate on time.