Many students say that Oglethorpe feels like a bubble. There's not much need to leave it. It's very accommodating, and there are stores nearby to meet the few needs it doesn't serve (like clothing). However, if a student wishes to leave the campus, there's not much difficulty in finding somewhere to amuse him. That's one of the benefits of being in a city—there are places to meet every interest.
Of course, not all students enjoy what Atlanta has to offer. Some find it boring, and others find Oglethorpe's location awkward. It may be in a city, but some of the city attractions aren't so close. If transportation is an issue, then finding these places becomes an issue as well.
Luckily, Oglethorpe offers many on-campus activities and events to help facilitate each student's interests. Basically, if someone can't find what he's looking for on campus, he'll find it nearby in the city. There are a plethora of things to do both on Oglethorpe campus and in Atlanta. It's just a matter of having the time to find them and having the means to get there.