Great posts above. I'll just add that the Corps of Cadet (or did you mean Marine Corps - either way actually) ROTC experience is designed at times to be a "suck". If you weren't suffering, questioning your decision, then I'd probably be more worried. Many SA young adults have similar overwhelmed, self-doubt moments. You are not alone, but you did chose this path, a regimented one because you wanted the challenge. Personally I'd transfer and look forward to 3.5 years of weekends, beach parties, big-10 football or whatever floats your boat (ship, whatever), but those who go through it also forge lifelong bonds with classmates that are cherished. So, I recommend you focus on excelling academically this semester, get through day by day and concurrently apply for a transfer or contact schools who admitted you and ask about an option to start with them in the Spring or next Fall as a transfer. I would think the corps of cadets might become harder if they know you intend to leave so I wouldn't yet talk to them about your intend to leave. Commit to this semester, and see if you feel differently.
Transferring the scholarship requires approval from the schools. It is not a guarantee but possible. I think like posts above though you don't have enough info to decide if you will adjust and begin to thrive in your current unit. Hang in there - keep at it. Be patient with yourself and be resolved to get through at least one semester and reassess. Good luck.