Yes you can go, but they may ask you to go to home country.
Depending upon interview wait times in your home country decide on when to go for stamping. Also, remember if you get your F1 stamping, you can enter on F1 not more than 30 days before the start date on I20.
Alternatively you can apply for a change of status and start your studies as H4 if that approval does not arrive in time.