Where are you going? Do you know?  Some people are absolutely clear about their destination. Perhaps it goes something like this:
"I'm going to qualify as an accountant, work for a large organisation and gain experience, and then set up my own firm before I am 40. I'll retire when I am 50 and live abroad."
On the other hand, there are people whose story looks a bit like this:
"I started training as a nurse but found out I hated the sight of blood, so I worked in retail until I had my children. Since they went to school, I started selling their castoffs on ebay, and now run a business selling on the internet, with a turnover of £100,000 a year.  I don't know if that is what I want to do, but it is where I am."
Maybe you are at a crossroads in your career and life, and want to decide which direction to go.  Keep doing what you are doing, turn left and train in something that is what you have always wanted, or turn right and take a gamble on working for yourself.
First, you need to find out what makes you happy. Are you happiest in a big organisation, with a pension scheme, security, and lots of structure? Are you someone who would rather be your own boss, working the hours you want, and taking risks?  
Then you need to know what is the minimum you can afford to take as income. Are you the breadwinner with a mortgage and dependents? Are you footloose and fancy free and ready to take a gamble on something you have always wanted to do?
And now - what makes you successful? Do you need support networks around you? Are you best leading or following? What do you need to make you work at your best?
Then - how far can you travel? Do you have home commitments that you need to take into account, or can you travel a fair distance to get the right job?
All of these things are part of your decision making.
Make some lists!  Pros and cons of the options you have.  What is top of your wish list?
Now you have some information to help you decide on the way forward.  Good luck!