While you are the only one that knows the answer to this question, there are two points that I want to make, which should help ease your worries.
1. So you are in the category of people that don't know what they want to do, it's not really that uncommon at all. You don't have the luxury of being able to focus single-mindedly like those that were born knowing exactly what they want to do, but rest assured, even some of those people would question their choices later on. The only thing that should worry you is if you think doing something that you will later regret is a waste of time. Believe me, everything that happens to you in life is a lesson to be learnt, and those that are successful learn more from experiences than those who don't.
2. Most people I know become more focused and know what they want after doing their first job. Same thing is supposed to apply with relationships. If anything, at least you now know what you don't want to do, or if it is not the right time, then you still know what you could be coming back into. Therefore, there is no way you should be in a position with no options, as long as you are willing to spend more time working or studying to get closer to where you want to go.
Some people spend their whole time looking for the perfect job, and other spend the whole time trying to enjoy whatever it is that they actually do. You can decide what kind of person you would rather be, because there is no definite answer to the question.
Go to college and get a degree. This will do two things. First people with a degree earn on average 30-40% more than those with just a high school diploma. Second by the time you get out of college hopefully the economy will be in better shape making jobs easier to obtain
A career's interview would be a good idea. Pop down to Connexions and arrange an interview and they will discuss your career options with you.
Think about what jobs you would like to do. Think about what subjects you enjoyed at school and which jobs appeal to you the most. You've only just left school, so you may want to enhance your education by studying at college and perhaps consider university.
There are dozens are options open to you, and a careers advisor will sit and talk you through them and help you to make the right choices.
If you enjoyed subjects such as English Language and English Literature, then perhaps you might want to consider A Levels and then progress to university. Or you may want to take a two year course that will enable you to go straight into the world of work after leaving college, rather than going to university.
If you wish to go straight into work, then there are training opportunities within companies where you can attend college once a week and work towards an NVQ.
Have a talk with your parents and see what they think, though at the end of the day it really is your own choice. Talking with a careers advisor would really help.