Right now I don’t have much direction of what I want to do in the future and I haven’t decided a major yet even though some sophomores or freshmen know what they want to do. How do I decide between several things I’m interested in?
Also, because I’m interested in several fields that are a stretch, how can I find a major that incorporates all of them? (best scenario)
Interested in: Video Production, Advertising, Business, Music, Philosophy, Psychology
I know that there are business psychologist people who like figure out how to sell the most stuff based on what people like, if that interests you.
One way to figure out what you want to major in is is to work in those fields. Getting a job or volunteering in a company that does what you might want to do can help you decide if you really want to go into that field. Even if you aren’t able to get direct experience in what you might want to do in the future, you still get exposure to other people who might be doing a job that you could possible want in the future.
Another way is to shadow or interview people doing what you might want to do in the future. That can help you decide if something is the right path and what degree you need to get there. Sometimes figuring out a job you might want to do in the future can help you narrow down a major.
Another thing to keep in mind is that you don’t have to major in everything you like. Major in something that will help you in whatever career you want in the future. It’s fine to have lots of interests, and you can take classes in those interests, read about them on your own, go to talks and lectures, discuss those subjects with knowledgeable people, etc. I wouldn’t spend too much time worrying about how you can combine everything into a major.
Yep 
it’s called consumer psychology or behavioral economics. Super fascinating, and in relatively high demand. It can be a great combination of business, advertising/marketing, and psychology.
There probably isn’t one. There may be a career that integrates some or most of them (as the first poster here pointed out behavioral economics/consumer psychology). But you don’t have to find a major that integrates all of your interests. You just have to decide which of your interest(s) you want to study for the next 4 years.
I think Majoring in Advertising can cover both video production and music. As for the rest of the fields you’re interested in I’m not so certain. But these are simply my thoughts. I think it might help if you think on what you’d actually want work on in the future. Maybe that can set your mind on the right target.