I usually just pack some stuff, get in the car, and start driving towards something cool. No plans, no reservations, no specific goals, just go where the road goes and live on impulse. If I don't raw-dog it like this, then much like you, I get very easily overwhelmed and paralyzed by vague choice, which leads me to very quickly giving up on the whole affair. This way of going about it usually pisses most people off, but just make sure you have everything you might need (phone, keys, wallet) and you'll be totally fine. Also, my partner-in-crime likes to plan EVERYTHING, so I guess we kind of balance each other out on this front.

My main point here is that if making decisions isn't working out, then stop deciding things and just do something, anything. The rest will always follow if you let it.