I just wanted to add to my spouses comment above (we share the account).
Tenacious pretty much said what I would have also written. You have to let these people know that their questions are getting a bit much. Don't be afraid to respectfully tell these ones that you just don't feel comfortable with the multiple questions (especially the questions on your private life). We had a couple in our hall that would dig for information. It's amazing when you put boundaries on these ones, they don't quite know what to do, but as Tenacious said above let these ones know that you are not a push over just because you are studying. If they know you will give up info and are an easy target for gossip, they will run with it. Don't be afraid to start your sentences out, "with all due respect, I am starting to feel uncomfortable with all the intrusive questions. Please respect my privacy and stop it." What are they going to say? It may embarrass them but who cares, they don't have any issue with asking you a million and one questions.