That's cool. You'll have to route a special to keep an instrument in your room. By route a special, I mean you'll have to file a special request form through your company for permission to keep it in your room. It's not a big deal, and it's nothing to worry about.
I didn't play anything as a cadet, but I started playing the five-string banjo last year. It's therapeutic. I think being able to harness some creativity during your cadet days will make the entire experience more enjoyable. It will be more enjoyable for your roommate too.