It's a seriously scary question, especially for someone in your age bracket. I know for me it seemed (still does actually) that there are so many tangents my life could run into; how do I know which is the right one?
I came to the conclusion that there isn't one. I know, that answer sucks. I'm firmly on the fence as to what I want to do and how to go about it. But my position has become clearer and further backed by experience as I last longer in life.
I went to University right out of high school, knowing I wanted to study Psychology. I did that, graduated pretty easily and immediately began working. For a Telco. Selling phones.
I did this for like three years? Thinking, yeah technology is awesome. Before I realized how little time I had left to move upwards in my career, at least within Telcos. I discovered that in my country at least, everything had become so cheap and efficient that the last bastion of money making potential for us was Data and that's on the way out as it's becoming more of a utility than a luxury. Point being is that by now I tried two different ventures and neither led me anywhere outside of being more experienced. I went to Australia in an attempt to join the Police, failed the eyesight exam and as I can't wear contacts, failed in my attempt altogether. I came back home, and now work for the government. Making more money than I thought I would ever manage and the chance to grow and develop ever present.
I realize none of this may actually be helpful to you. It's interesting to note though, that all the things I set my sights on, didn't work out as I planned, and the things I fell into have given me the biggest boost in my life thus far.
So my advice would be to get involved with everything you can, try it all and see what sticks. When I graduated high school 8 years ago, if you had told me I would be working for the government, be a decidedly amateur bodybuilder, had almost cracked a professional sports contract at 19, would break up with the girlfriend and meet many more, would have gone to another country, battled depression, did not use my degree for it's intended purpose and still be really, really happy with how things are? I'd be all like "You fuckin' what?"
And I've discovered that being all like "You fuckin' what?" Isn't too bad. I've never felt more alive than when I didn't have a concrete end goal - it's awesome to see where things take you. If you feel like you're scared you're wasting time pursuing something you might not be doing the rest of your life; try your best not to worry about it, you likely won't be doing what you planned on and be chuffed as chips about it.
Good luck friend!