I know how you feel, I had to withdraw as an undergrad just a few weeks into a term and I felt like a total loser for doing so.

In hindsight, it was the best thing for me, it allowed me time to get myself sorted so I could go back and finish. A withdrawal doesn't mean you are done with school and doesn't mean you are a loser. It just means that you need to get something in order and now you have the time to do so.

Most online courses are like that, it is basically self-teaching with a little prompting. The idea of going to a physical school is not a bad one. It might help your motivation and learning since you get face time with an actual professor, at least once you are done with freshman courses which tend to be large. As you progress class sizes shrink. As a senior, a class with 20 people was huge and as a grad student a large class had 8-10 people in it.