Remember the positive
If you do decide to leave or transfer your course, you have thought it through and made your decision. It takes more courage to admit you have made a mistake and move on than to stay on a course that makes you unhappy.
You are not 'dropping out' but moving on to something more suitable. Full-time study at this level does not suit everyone or at the time that they try it for the first time. So do not blame yourself if you have tried it and decided against it; there are other ways in which you will be able to make your mark.
In addition, no time is wasted as you will have learn't from your experiences and will know more about yourself and what you want/don't want now than when you started the course. You will also have started to develop certain skills in study, organising yourself and dealing confidently with others that you will be able to use in your new situation.
Further support
The National Careers Service provides careers advice and guidance for all adults in England. This includes finding jobs, writing CVs and improving your interview skills.