I think Julia gave you some sound advice - I'd like to add a few thoughts of my own.
Selecting a major is a big decision and one that you should think about carefully. I don't think you should agonize over it, especially not during your freshman year, but invest time so that you can really explore your aspirations and interests. I think a valuable way to consider the question is to backwards plan. Identify what careers you think you would be interested in. Try to find similarities between different fields that you're attracted to. See if you can find a major that provides options to pursue several different careers. For example, if you think you might want to work at a think tank doing research but also think you might want to consult for a professional services firm, consider something like economics or math. Both of those majors provide tremendous technical skills that are extremely attractive to employers and also provide a wide range of career options.
If you're having trouble compiling a list of career interests or just want a more pragmatic way to think about the process, check out the career guide I linked below. I recommend reading the entire thing. I know it is lengthy, but it contains a tremendous volume of information. Read a section a day and you will finish in no time. The research is also very interesting and it's very well written.
I hope this helps - good luck!
Jacob recommends the following next steps: