When I first began college, I was an undecided major as well.  When I had to write a similar essay, I focused on my areas of current interest and possible future direction.  I think building your essay around two or three key areas of interest will help you to develop an appropriate essay while maintaining your honesty about being undecided about a specific major.  I would begin the essay with this rationale and then proceed with the development of your current areas of interest and expertise.  

Another idea would be to look at the current economic market and see what industries are likely to show growth in the next few years.  If you can match your interest with areas of potential growth, you will be on your way to finding a career that might be th perfect choice for your background and interests.  

One “error” in thinking that could be explored in an essay (essay means “to try”) is the balance of career preparation vs. “process learning,” by which is meant college’s primary function—to learn how to learn, to learn research techniques, rhetorical strategies, taxonomy structures, etc.—in other words, to start the life-long process of logical communication and assembly of knowledge.  Education theorists such as Booth point out that the gathering of facts is only the first step in an education.  The truly educated person has learned how to assemble those facts into arguable theses, to build with the facts; an analogy could be the difference between a bricklayer’s skills and an architect’s skills. College, it could be argued, is where the former becomes the latter.  Argue, in your essay, that the very structure of the college curriculum reinforces this idea: the first two years are for building the general skills (and for surveying—the very word used for many of these courses—several fields of interest to be concentrated on in the last two years and graduate school).  Argue that your lack of a “major” is in fact your very strength, and that once you have learned the learning process and gained the tools necessary to make an informed choice about where to spend your life’s work, you will be that much better off.

The first point is not to stress out. There are many people in the same situation. For example, I was undecided for the first two years of college. Moreover, many people change their majors in college, which is tantamount to being undecided. 

Second, in an essay you might write that you want to explore what college has to offer. For this reason, you might write that you will take various courses to keep an open mind. Having an open mind is an asset. Don't forget this point. 

Third, you might want to write about your interests. This is a good starting point, because you might say something like you want to explore different ways in which to pursue your interests. For example, just because you like history, it does not mean that you will be a historian. You might be an archivist, a lawyer, or even a person in international relations.