@fglorca: Both sentences are correct, but there is a slight nuance in meaning.
In "no empiezo la universidad", "la universidad" is some sort of activity by itself, and it's perfectly understood that you aren't exactly building the place or making the institution, but starting a series of studies there.
In "no empiezo
en la universidad" you are clearly stating that you will start doing some activities
in the premises of the university, either being to study or not. So this is not what you will hear more often. The most usual sentence will be your first one. (At least for Mexican ears.)