Changing your major, your job or your plan isn’t failing. It’s updating the map with better info.

You chose the first plan with the information you had, which was mostly secondhand. Being inside something teaches you things no amount of research would have. Changing course after learning is the system working properly, even though it usually gets described as not sticking with things.

Separate the two reasons for wanting out: it got hard, or it turned out not to be what you wanted. Be honest with yourself about which one it is. The second is a good reason to change and the first usually is not.