It is true that the first year of any engineering discipline is identical, so you have 2 semesters to decide what you like. Taking classes alone will not be helpful because they will be foundational providing very little insight into specific fields. To learn more about the technicalities of each field you should talk to professors or professionals on the job. It may also be helpful to read technical papers or visit the professional societies website (for aeronautical this is the AIAA). Don't forget to take a look at the 4 year curriculum for each major to see what classes you will be taking!
Coming from a small university, I can tell you that a BS in aero will be the most demanding. This primarily because this field requires the most amount of courses and a good fraction of the material taught is abstract. For instance, at my undergrad university aeronautical engineering students only had the opportunity to take 4 electives for their entire undergrad career (assuming 15 credit/semester taken). You emphasis in aeronautical engineer will be either on fluid mechanics, structural mechanics for aircraft (light structures), or propulsion systems.
Mechanical engineering is very closely related to aerospace engineering. You will share about 75% of the foundational knowledge. The main difference between aeros and mechis is that a mechanical engineering degree is very broad and tends to focus on applied material, while aero is specific to...aircraft! Consequentially aeronautical engineers will have more required classes, as stated before, such as aerodynamics and gas dynamics, than a mechanical engineer. This major is not as demanding as aero, but still a more difficult option. Most mechanical engineers can work on aerospace related jobs.
I am not a civil engineer, but from the civil engineers I know here is some information I've gathered. Civil engineering by itself is a relatively "easy" major because requires the fewest upper level classes. However, many civil engineers will concentrate in an area, such as concrete design, will increase the amount of required classes you will need to take. Civil engineering is a very applied program, but can also be abstract if you are going to go into a field fracture mechanics.
In order of job prospects after graduation:
Mechanical
Civil
Aero