I can tell you from personal experience that chasing your dreams is hard work. There are many ups and downs. There are many days when you want to quit. The best thing you can do is to take it one day at a time. Instead of focusing on the big changes you want to make, focus on waking up and doing what you have to do that day. You'll look up after a while and realize you're there.
Sometimes, I wonder about the road not taken. I stop for a moment and imagine what my life would be if I'd taken the other path. I feel regret and sometimes an overwhelming sadness. I focus only on what I may have missed. I feel the void - as real as if that which I did not choose had been torn away from me.