Obviously then mechanical engineering is not the thing for you. If I understand correctly you are much more interested in the theoretical and abstract side of things. Have you considered majoring in just math? Mathematicians do pretty well in terms of career success. Or you could go into physics and be a theoretical physicist (if you watch The Big Bang Theory, that’s what Sheldon is). You could major in statistics, which involves of course collecting and interpreting data, or economics, which also involves math and data and problem solving. Or you could pursue chemistry, though that might involve more lab work, and if you don’t like the hands-on, real-world application of engineering, you might not like lab work. But don’t knock it until you’ve tried it, of course.
You say you’d rather be creative than do something hands-on. So you’re an abstract, analytical thinker, which is great! You’d make a great scientist, sitting around and thinking of how to approach things, devising possible solutions. This doesn’t mean you have to step away from engineering - electrical engineering could be a good alternative to mechanical engineering - but if you do, there are still good options out there. Loving math and being good at it is an extremely valuable skill and a great foundation for success in the STEM field. Don’t think that film/music/art are the best choice for a creative thinker. You can definitely be creative and abstract in STEM careers…and you’ll have a much better job outlook (and probably a higher salary, though that’s an over-generalization) than a liberal arts major.