At the start of your first term, you'll be assigned a first-year advisor, a faculty member who advises a small group of first-year students.
You'll not only get to know your advisor, but also your cohort of fellow advisees. You'll meet with your first-year advisor one-on-one, as well as with your cohort. Advisors and advisees discuss anything from the Caltech curriculum to the transition from high school to college, pass-fail grading, and eventually deciding on an option (that's what we call majors here) to declare.