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?

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. 

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.