I’m considering two different majors- Aero/Astronautical Engineering, as well as Aviation (not in the school of engineering). I spoke to a couple different people and learned it’s nearly impossible to double major in two engineering majors (at the very least), but I have no knowledge on another major outside of engineering. I also really want to play with the marching band starting my sophomore year (which allows me to get adjusted to college life before engulfing myself in extracurriculars). Also, I learned that the majority of the marching band members are in engineering majors. So, from anyone with similar majors or from anyone who might know something, would double majoring in these two be possible? Would I be able to find time to participate in marching band with both of these? Any help is greatly appreciated.
What about
astrophysics/astronomy major (from college of arts and sciences, heavily physics based)
aeronautical/astronautical engineering (from college of engineering, science [physics/chemistry] and calculus based)
Aviation from Engineering Dept:
https://aviation.osu.edu/sites/aviation.osu.edu/files/uploads/bs_engineering_14-15.pdf
Air Transportation from College of A&S:
https://aviation.osu.edu/sites/aviation.osu.edu/files/uploads/ba_air_transportation_spring_2015.pdf
Either one is going to be dayum hard to fit in. Check the electives that are allowed for your engineering and see how many will cross over. Based on the fairly intensive slightly more “technical” program outlines above, I would guess not many will cross over and you will be adding a significant amount of time to your degree.
Could you try getting your engineering degree and getting your pilots license outside of school?
I’m not trying to discourage you from majoring in engineering, but a LOT of people end up switching out of this major within their first or second semester. It’s very difficult! Also, not all double majors will let you overlap classes and have them count for both majors. Minors also do this. Let’s say you need a math elective for both of your majors/major and minor. A lot of the times, it will count for one, NOT both. 
On top of double majoring, if you also participated in marching band, a lot of your free time would go to band. There’s a reason they call our band TBDBITL! Would you be comfortable with managing that load? It sounds like you have an interest in the more competitive engineering majors, which usually have high GPA cut-offs and accept limited students. You mention a lot of marching band members are engineering majors - are they in the engineering majors that are not competitive?
Again, not trying to scare you, and you should totally do what you want! But if you think you can handle taking calculus, physics, and other upper-level sciences at the same time as being in marching band, then go for it.