Glad I made the move.
I left the forces (RM) back in '95. I was 25 YO. Took the plunge, sold my flat, borrowed heavily and blew the gratuity on training.
Been flying commercially now for 10 years. Due to the the cost of the course, no income for 2 years and being out of the property market for a while I am probably a little behind where I should be, however I enjoy every day at work.
I feel the decision back in 95 was a good one and I am happy to have taken the risk.
Good luck.