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And right now I am currently deciding on a major (narrowed down to, I think, Anthropology or Biology).
I always thought I wanted to be a physicist. However, I got a double major in physics and mathematics. Good thing, too -- it turns out that I am better at mathematics, and find it more interesting as well.
Even if you can't (or don't want) to do a double major in anthropology and biology,
pretend that you are during your first couple of years -- take the prerequisite courses for both majors. During your junior or senior year, it will probably be clear which direction you should take.
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My question is this: For those who have "tested the waters", have decided a major or career that best suits their interests and abilities, do you ever slap yourself wishing you had taken a different course?
I took the long way around -- I started out wanting to be a physicist. It turned out that I was better suited to be a mathematics teacher (and enjoyed it much more). Fortunately, one thing I do like about the United States is that it is a land of second chances -- I spent a little extra time for additional training, and here I am.
I don't regret my foray into graduate studies in physics -- I feel that I understand mathematics (at least the reasons that the fields developed as they did) much better than I would have otherwise.
Don't worry about going in the wrong direction. If it turns out another direction is better, then make the necessary changes, and view the initial path you took as a learning experience.
If you are happy doing what you are doing, then
do not worry about whether you would have been happier doing something else -- there is no end to that nonsense and you will never, ever be satisfied no matter what you do. Be content if you are happy. Worry only if you are not really happy, and then make the changes necessary.
"Religion is the best business to be in. It's the only one where the customers blame themselves for product failure."
-- Ellis Weiner (quoted on the NAiG message board)