I would suggest for each of the individual schools that you contact each of their international students departments, and I would probably broaden your search a little bit to maybe include a few states.

Scholarships are very dependent on which school you go to (again, consult each school regarding what they can offer)

As a French person, Pennsylvania is very safe outside of a few major cities (mainly Pittsburgh and Philadelphia), but crime does exist here just like it does everywhere else.

Visa questions would probably best be answered in a US International Students subreddit, though I suspect you would be looking for a student visa.

How do students pay? They usually pay with a mixture of their parents money, their own earned money from a job, and lots of student loans (and any scholarships/grants they may have access to).

Is life expensive? It depends on what you are planning to do. If you feel like you want to travel the country every weekend or party with the most expensive booze, it can be very expensive. But if you are okay with a more study-oriented program and maybe only do a few local things and spend responsibly, I would imagine things will be cheaper than western Europe on the most part (assuming you live like an American). Overall though, it costs more to live in the suburbs and urban areas than it does to live in the middle of nowhere, and it costs more to live in a good area than it does to live in a bad area.

Other states to consider (assuming that Pennsylvania is for some reason your ideal state):

West Virginia for the mountains and nature Maryland/DC Suburbs for more of the city feel New York: NYC and its metro area for the city, Upstate NY for its beautiful nature and the lakes

I have a question for you as well: As a foreigner, why do you feel that Pennsylvania is the state you want to come study in out of all other states? We usually aren’t seen as a bad state, but we also aren’t used to being seen as a good state either