I was in a similar position. In college I was finishing up my bachelors in psychology, and decided I didn't want to become a psychologist... which basically left me with the option of Research psychologist. However, then I took a class in consumer psychology... it was amazing, interesting, fun.... when everyone else in the class struggled I seemed to succeed, it is a VERY cutthroat business that in fact is a consulting job. So in a way, I was in a position exactly like yours. One job that was safe, good money, comfortable... another that was risky as hell, involved a lot of self motivation and in general being amazing... but it paid ridiculously well.
I looked at my problem like this.
If I chose the risky route and fail... although it may take me longer... nothing prevented me from getting the safe jobs later.
If I chose the risky route and succeeded... well that would be the best outcome of them all!
If I failed at the safe job, no matter how unlike that was, I wouldn't of been able to succeed at the risky job either...
and If i succeeded at the safe job... well that's just my job, and i'll have never known.
I decided to go the second route, and started taking a bunch of business side classes that would help. Then personal issues with someone close to me happened... and really didn't get a chance to do either right away.
Afterwords, my girlfriend found a field she was interested in and I decided to support her instead, since really only one of us would be able to go to graduate school financially... and she cares a lot more about what she does for a living then I do... and after she gets her job, nothing is still stopping me from doing whatever I want. In fact, once she graduates i plan to try an even riskier move.
So, while I can't tell you if my thought processed worked or not... in a way, it's probably better I can't since it would just be anecdotal anyway. Either way, I don't regret it... yet I would have regretted it if I went the other way, because I would of wasted just as much time and would of been less happy wasting it.
