CHOOSE THE FIRST JOB

It is important to be thinking about occupations from a young age. Try to volunteer or "job shadow" at places you are interested in working for. You should start thinking about this early, before going to college and having the pressure of choosing a major, finding internships, etc.

[edit] Steps
List all of the jobs you might be interested in.
Then each day take some time to research facts about each job and/or major you might be interested in. For example a lawyer needs reading&writing skills. Keep all this info in a word file for later use.
As you progress through school, take a look back at the list you created. Reread it and look at the notes you took. This would be a good time to look for internships/volunteer opportunities in the jobs you still find interesting. Call the boss of the place, go in and talk to them and keep bothering them until they let you have a job/internship.
After this, look at your list and then eliminate all the jobs you dislike after trying them out and researching the major that you will need to accomplish you goal of getting that particular job.
Ultimately and critically look at the list of jobs and try to pick one that you can see yourself doing in 5 or 10 years. Talk to people who you know that have that job. Interview them. Check out internet forums, articles online about people in that line of work, and email the people in that line of work to see if they like it.
Then take action and find an internship or volunteer position in the field of your choice while you are going to college. Do not wait to act. Do not wait until after you graduate. Try as many jobs as you can early, while you are still in college and can change your major if necessary. Get involved with what you want to do as soon as you can.

[edit] Tips
Pick and try out a range of 5-10 jobs you find yourself interested in.
Carefully consider your personal values, and begin to assess potential employers who are also aligned with these values. For example, if you are strongly inclined to grow and reward others, seek employers who are not completely and totally financially focused; rather seek those firms who reward team building and support to other offices or groups, and acknowledge the money is an outcome of success, not the sole reason.