I can't claim to have any deep wisdom on life, but I at least have some good experience with a highly turbulent college career. I started as a game design major in a tech college in Rochester, NY, transferred to a college in Texas, and now I'm an English major at CofC.
My college life has been something of a roller coaster.
But I regret none of it. Maybe it would have been easier to stick to the track I was on initially, but I would never have been fully satisfied with it. Now I've finally found my place and, even though it may have taken a lot of shifting around, it was undoubtedly worthwhile.
I don't mean to say that everyone who is slightly dissatisfied with their major should transfer all over the country and change their major(I had to sacrifice the ability to get a minor because of the path I took, so I wouldn't recommend it to most people). I just believe that if you find yourself not liking the classes that are vital to your major or if you can't find a place at your current college, then changing your major or transferring isn't as horrible as you might imagine.
When I started college I was completely confident in what I wanted to do and what my future would look like. I thought it would be ridiculous for someone to stray from their initial path. That idea led to me deciding to transfer later than was smart.
I think everyone should know that having to change your plans for the future, sometimes in dramatic ways, isn't a bad thing. No matter how scary transferring and changing majors can seem, many people have done it before you and many will after, you aren't alone.