My first semester at college was a disaster. Finished with 15.5 semester units and a GPA of 1.0. Between lacking a clear goal and being slightly depressed, I just didn't want to be there, So dropped pout, joined the Navy and gained some valuable life experience and perspective. Went back to college when I was ready 7 years later. In some ways it was a harder route since along the way I had picked up a full-time job, a wife, and two children. But when I went back I had a clear goal in mind, and a good reason for having that goal.
I'm currently at university, and everyone is so proud and happy for me yet it has turned out to be the worst decision of my life. Should I leave and find something better for me to do, or should I stay for the sake of my family and their sacrifices?
From what I gather you are emotionally in turmoil right now. If your semester is paid for I would stay at least till the end of the semester. During that time make a final decision and the necessary plans to move on.
Well depends on how long you've been there. During my first semester and second half of my second semester, I hated going to university. It was literally the worst thing ever, I became diagnosed with depression, and I felt terrible almost all the time. But after reaching out for help and overcoming a few painful experiences, I finally got into the rhythm of everything and I made some good friends. I can't say that I loved going to college since then, but it's definitely tolerable and not something I regret.
So what I'm saying is that if it's still your first or second semester, don't be too quick to judge yet. However if this is a prolonged problem (like it's been going on over a year), then I'd reconsider university for the sake of your own mental and emotional well being which I think is far more important than what your family wants you to do.
It depends on why you think it is the worst decision? Is it your first semester and you are having trouble adjusting? If so welcome to the real world. Everyone is unsure then. You don't know anyone so you don't have your support group right there. Call your friends. Call your family. Tell them what is going on. If you are in the US, thanksgiving break is just around the corner and you can go home for a long weekend and catch your breath. Most colleges have someone on staff for you to talk to as well. Find out who it is in your college.
If it is something else that has you second guessing yourself, again talk to your family and look for a school counselor. If you were certain you wanted to be in a certain profession, but now you are at school and struggling, it is ok to change your major. The majority of people do. It will work out if you ask for help, but you need to ask. Everyone needs help now and again.