I'm like you when it comes to choosing classes. I can't choose, because I like everything. However, I found that one golden rule helps: "Which class interests me the most?" I don't care if it's hard or the schedule's inconvenient. The difficulty of a course depends on how much I like it, not how many papers they throw at you. If you like all topics, sit in on every class at least once at the start of the semester, and choose the class with a teacher that excites you.
You're not dumb. IMO only lazy arses can be called dumb, because they didn't bother to jumpstart their brain. Some people may be more talented in one subject or another (e.g. I used to spend days studying Calculus while my friend only spends minutes reviewing notes, and yet she gets one letter grade higher in every exam. Math is her gift). However, you will also have your own strong points (e.g. I am much better at economics and political science compared to math.)
You are right when you say that hard work will get you what you want. Hard work will compensate for what you don't have as a natural talent. Maybe you will not be as good as those who were born with it, but it will get you close, and that's always better than the grade you would have gotten if you never bothered to study those extra hours. In college, there's a class that I am absolutely rubbish at: Accounting. I tried and tried and barely slept studying, yet I barely passed it. I'm glad I still worked hard even though the payoff is still a 'D' on my report card. I would have flunked if I didn't. To compensate for the D, I made sure I got as many As as possible to even out my GPA.
Don't give up. Ever. You only become a loser the moment you give up.
Not all those who wander are lost.