Take your core classes such as the required science, math and English courses. Not only will you get them out of the way early, but they also might give you an idea of where your interests lie. For instance, a required composition class might reveal a talent for writing.
Take time to study the course catalog and sign up for a couple of introductory courses in majors that match your interests. For instance, if you've always liked figuring out how the human mind works, sign up for an Intro to Psychology course. Even if you don't decide to pursue this major, usually you can use introductory courses to count as electives
Enroll in a physical education class that both interests and challenges you. Most colleges require a certain number of PE classes. Even if yours doesn't, it is good way to get your exercise and avoid the dreaded freshman 15. Also, staying active improves your mental health and concentration.
Realize that, while certain fields such as nursing and engineering require specific majors, overall it is more important that you do well in your undergraduate courses. For instance, a degree in English or Liberal Arts is applicable to a number of careers. Having a high grade point average is more important than choosing the right major early on.
Choose the majority of your classes based upon which ones help you develop critical thinking, communication and problem solving skills. These skills are highly desired in a variety of workplaces.
Be realistic. You might like a play that you've read in Ancient Greek, but taking a class in Ancient Greek may prove of little use to you when it comes to narrowing down your major.