"Turn to", when referring to a person, is normally used to mean either that you have literally rotated to face something, or figuratively that you have looked to someone or something for advice, eg:
He turned to face his friend.
He turned to religion when his parents died.
I think "turn to" has been incorrectly used in your first example. "He turns to a recluse during his exam time" would literally mean that he looked to a recluse for help or advice with his exams. If the intended meaning is that he shuts himself away to study, I think it should really be "he turns into a recluse".
"Turn to" can be used to denote change in some contexts though eg:
When spring turns to summer, temperatures rise.
When it rains, the field turns to mud.
You just have to be careful that you don't use it in an ambiguous way, for example:
After a few miles, this road turns into mud.
This could mean either that the road becomes a mud track after a few miles, or that there is a bend in the road which literally turns into some mud.
"Turn into" usually means to change from one thing into another, eg:
Bruce Banner turns into the Hulk.
Our holiday turned into a nightmare.
But again, as the past tense of "turn" it could be used directionally:
I saw your house as soon as I turned into your road.
Context, as always, is very important and dictates the meaning.
Your second and third examples are quite clear:
Suddenly his pleasant dream turned into a nightmare.
This clearly means one thing (dream) changed into another (nightmare).
Roads were turned to mud by days of rain.
This is clear that the roads were changed as the context does not allow for the directional meaning of a road turning.