Except for a few untraditional colleges or programs where it's not required, just about every student must formally declare a major, typically by the end of sophomore year or the start of junior year. Since it's a choice fraught with consequences, students who don't know what they want to major in can get stressed out by the process. Indeed, few things can produce as much anxiety for a college student as being unsure of what to major in. (Midterms and finals come close, though.)
If you really have no clue what you might want to do, that's normal. Meet with an adviser and explain your situation. Your adviser can help you get started by exploring your interests and choosing some classes that could lead to a major. Without such a plan, it's more likely that you'll need additional time to graduate when you finally do decide.
In most cases, a major won't just present itself; you will find one through a process of self-exploration. You can try some introductory classes in different subject areas, for example — ideally while fulfilling core requirements at the same time. Or you can evaluate careers you might want to explore and see what classes would be needed for such jobs. Either way, you need to ask questions that can help launch you along the right path.