In edition to color, you'll want to decide on a theme or motif and present it throughout. Appropriately "Lolita" themes could include floral patterns, gratuitous amounts of bows and ribbon, or in this case, the fleur de lys and other classically "French" images.
Bedskirts come in a variety of colors and can be either extremely ruffly or nicely pleated. Choose appropriately. You could always make your own - one made of a nice black lace would be lovely for a Gothic themed room.
Lots of throw pillows will make your bed look luxurious and with all the different types of pillows, you could really get carried away. Stick close to your color scheme though and if you have a soft and vintage kind of thing going on, try to avoid the glittery pink pillow. I know it's cute, but restrain yourself.
Find cute ways to display your jewelry. Thrift and antique shops often have old serving trays and jewelry boxes that can be DIY'ed to match your own unique style and an antique can always make for a nice focal (and conversation) piece!
For the Sweet Lolita or bow-lover - use your accessories as decor. There are a ton of fun ways to do this!
The Classic Lolita might enjoy displaying some of her prettier bags alongside some old books and a nice lacy lamp.
A black gauzy canopy might be perfect for the Gothic Lolita, especially when accompanied by some fairy lights and a Victorian themed bedding set. Hell, even black satin would be lovely.
For more ideas, here are some more images for your viewing pleasure:
A ruffled laundry bag. Could make in different colors!
Wall decals, since you can't paint the walls you might as well do the next best thing!
Closet curtains? Check. Cute table? Check. Lace doilies? Check. :)
Elegantly draped fabric on the wall. Muted shades.
Soft florals and pretty canopy.
Decorative chandelier - lovely!
And this is the perfect room to hang it in.
A very Rococo styled headboard. Really lovely.
Falls more on the country side of things. A timeless look.
Decorating with antiques. Get creative!
Create your own headboard.
A lot of Lolitas will keep their favorite dresses and such on display in their room at home, but I don't recommend this while away at uni. Not only are you going to have a hard time finding a safe way to hang it up, but you wouldn't want your roommate or any guests to accidentally damage it. Either keep it safely tucked in your closet or leave it at home if it's not practical to wear to classes and such.
If you're like me and you LOVE hats, why not buy a few hat boxes to store them in and stack them up as an impromptu nightstand?
Cute figurines and knickknacks can be picked up on the cheap at thrift stores for scattering around your desk, dresser, etc.
Best of luck with your school endeavors. May your roommate be kind and your brand prints never fade or run. Adieu~