To be honest, it always boggles me when I hear people my age complaining about this. I've always had a direction, even if I ended up changing it. Back when I was in my early-to-late teens, I wanted to be a neurosurgeon. I decided I liked research, so I wanted to do an MD/PhD. I finally decided that clinical stuff wasn't for me, so I decided on getting a PhD and being a neuroscientist. I have refined my research interests into developmental neurobiology in the past two years.

Be proactive about finding out what you want to do and knowing yourself. Are you analytical? Artsy? A history buff? Do you like squishy things? Do you like computers? It's okay to like many of these things, too, but you can't major in all of them.

The most scientifically supported trait theory of personality at the moment is the Big 5 (although trait theory per se generalizes something that can often vary), and there's an extra dimension of Honesty/Humility, now. Consider googling the Big 5 personality test on the internet and taking one.