I think it is best to establish a safety net before abandoning everything and going for your dream of flying. I will also like you to take a very realistic view of the proffession before going in to it.
Do you have a family you are surpporting or will they be surpporting you during your training. Its not what it used to be and if you enter the wrong company the novelty soon wears off and it becomes a job not a passion and can quickly lead to disillusionment.