I think very, very few people just "walk into" a graduate job. It's tough! I certainly didn't find it easy. I am extremely flattered by what you said (
), but it sounds like you're quite harsh on yourself. And you probably overestimate others by the sounds of things! A first and extra-currics is an
excellent starting point, even though it is obviously not a golden ticket. I think learning how to sell yourself/your experiences on forms and in person is key. I still remember a uni interview where the interviewer said, "I see you've reached a high standard on the piano," and for some reason I denied it and totally played it down! I later learnt quite a lot from a uni friend of mine who was great at making himself sound awesome, and also from being involved in student politics/making campaign speeches as part of that.
Try not to do yourself down. If you're on track for a first then you're obviously very smart! You just need to focus on what your positive qualities are and how you can present them on a form. The reason employers like good grades and extra-currics is because they are evidence of certain qualities - if you can persuade them you've got the qualities by the way you present yourself, that's half the battle - the other half is being really well-researched and showing you have genuine enthusiasm for the job.
And if it takes you a few years to really pin down something you enjoy (I was applying to things for two years before I got my job), that's not the end of the world; might feel pretty crappy at the time, but in the end, a career is a long thing - fifty years for our generation by the sounds of things! - and a few years to get into something you like isn't so terrible.
EDIT: Maybe you should look into actuarial work. If you go to the profession website (actuaries.org.uk), in the Students section there are some example exam papers. I am taking three exams this session and only one of them is particularly related to A level stats - then one is finance and financial reporting, so it's way wordier, and the other is financial maths, which I really enjoy.