This situation is probably one faced by many inexperienced pilots, once in their careers. It’s nice to figure out what you’ll do from your armchair, when you’re in the cockpit, it’s not so easy.
A few year ago I found myself flying in circles at 300 ft just off the Scottish coast, wondering which of the 3 I’d take. I’d just over 100 hrs, a night rating, no IMC and knew just enough to be really dangerous.
The scud running option was a valley to the east, peaks in cloud both sides, could see a fair distance into it, but not enough room to turn if it was a dead end. No thanks.
Forced landing option was a marsh by the sea shore, the only terrain not rock-strewn in the area. Put it down there, gear up, I’d probably live. Decided no thanks.
I was just north of the Mull of Kintyre so I picked a heading to parallel the coast, 230 deg as far as I can remember, and climbed. I expected to be in the clear at maybe 3000 ft. I began to hear transmissions from Prestwick control at about 3500 ft, and continued climbing, rain beating on the windscreen. At 7000 ft I was still in the soup and feeling way out of my depth. Only then did I put out a pan call, and was guided into Prestwick by a very calm Scottish voice. The task of maintaining control in IMC took all of my concentration, to the extent that I continued to climb into controlled airspace hoping to break out on top long after I’d cleared the MSA.
Was it the right choice ? I think so. Taking off in the first place was not.