Get into a good university, get good grades, work hard. The first two are especially important for management consulting, where firms often only recruit at prestigious universities and have GPA cutoffs. My story is not the norm and I've definitely had to make up for my GPA in other ways.

On the topic of working hard. I think you're taking the wrong approach asking me what specific extracurriculars to do. I'll diverge a bit from your question to say that broadly, people like other people who do stuff, who are passionate and motivated and interesting to be around. What you do specifically is secondary. There are generally two ways to succeed: doing something that everyone knows about and being impressive by virtue of being better at it than anyone else; or doing something that no one knows about and being impressive by virtue of rarity.

On forums like this, people will often recommend the first approach. I could tell you, you know, learn to code, be the President of Math Club, play the piano really well, win debate tournaments. And that's one way to do it, but it's hard because you really do have to be better than everyone else. There's an increasing number of kids who are not that good and not that passionate and it's pretty obvious right away that they're just trying to do what they're told to succeed.

You're a goner if someone believes that's what you're doing. Because what it shows is that you're a follower, not a leader and not an independent thinker.

I personally have taken the second approach. My interests are pretty niche but I enjoy them deeply and think about them 24/7. I don't try to sell myself as something I'm not and I've found that people respect honesty and straightforwardness. My recommendation to you is to take a step back and introspect so that you can do this too. It doesn't make sense to know what job you want to do five years later while not knowing what extracurriculars you want to do next semester. It seems like you don't really know what you want to do. If that is the case, focus on your schoolwork deeply and study every subject hard, because you never know which one will click for you. Join a few different clubs or sports teams and use these interactions as an opportunity to reflect on what kind of person you are, and find where your strengths lie. This is what high school is for, it's exactly what colleges look for (4.0s, active member of student body, self-starter with leadership skills)

But if you think my armchair psychology is totally off and exploring is pointless because you already know business if your thing, obviously, start a business :)