The doubt that you're feeling is proof that you shouldn't be a music major.
If you're going to major in music and want to have a career in music (ie: you pay the rent and bills with your horn) you have to be 100% certain that you are going to devote your LIFE to your craft. It is especially difficult for saxophonists because there aren't 4 to 7 saxophones in every symphony orchestra like violins, trumpets, cellos, etc. We don't have the luxury of knowing that if we hone our classical skills to a certain point that we stand a chance of winning a chair in a major symphony that pays well enough for us to live. Jazz is a completely different story, but making a career of it is equally daunting.
I've studied saxophone at some fantastic schools with some amazing teachers and I am no longer a music major. When I entered school I was positive that saxophone performance was what I wanted to do. Then, I started realizing (after talking to more and more saxophonists in NYC trying to eek out a living playing jazz) that the life of a jazz musician / saxophonist is not the life I want. I need a steady job, paycheck, and career and that is something that being a musician simply doesn't provide. I was terrified of graduating in 4 years with a degree in saxophone performance and a mountain of debt and my degree (which I spent all that money on) doesn't do anything to help make me money right away.
So what am I doing now? I switched majors to Secondary Education (English) and I'm continuing to practice hard and study with great teachers. Maybe I'll study saxophone a graduate level somewhere in Europe, I'm not sure yet, but at least I know I'll be graduating with a degree that will pay the bills.
Interestingly enough, I had to take a psychology course for one of my degree requirements. I had always been fascinated with the study of the human mind and of Freud, and now I have a psychology mentor at my university that is prepping for Med. School where I'll study psychiatry and psychoanalysis.
It seems like a million miles from I started, but it only took an introductory course in something like PSYC to discover a whole new passion that pays (VERY) well.
My advice is this: Don't declare yourself a music major. Take lessons with faculty on campus, play the jazz band, sit-in on harmony lectures, but don't limit yourself to a music degree. Stay "undecided" for a little while and take a bunch of different courses until you find one that really interests you.
The answers will come, just give it time. Good luck!