The right to live and work is equally as important at a professional licence, both are a basic requirement. In the short term there will be little to no chance of a UK pilot being sponsored for a work visa in Europe: there a simple too many unemployed European pilots.
As for career advice, you'll get plenty on here. But it really would help to know as much about you as possible, otherwise a lot of assumptions have to be made.
If you're reasonably smart, just inherited £50k and can go anywhere in the world at the drop of a hat - great.
If you're married with kids and can't go more than 20 miles from Stockport once a week and you've got no money, well that's a different kettle of fish.
Put simply, if you're prepared to put 'the dream' ahead of all else, smoking/drinking/relationships - then becoming a pilot is quite straightforward.