When I was starting out, I found that it really helped to have direction to my work. 'Just start shooting' is fine advice, but there's nothing like having to produce someone else's vision with a deadline.
Essentially, the turning point for me was when I finally broke into the industry and discovered why you need big picture people, directors, clients etc. - there is a limit to what you can focus on in a project, and if you're just starting out then you may find it difficult to come up with ideas yourself. If you want to make a living off it, then you'll also have to learn that your ideas... aren't for everyone. Clients make, in my mind, awful decisions all the time; but when I take their direction, and work hard to get it to a place where I like it, I learn a lot along the way and the final product is usually something that everyone likes.
For the record, my specialty is Editing (but I have also branched off into Motion Graphics, and know my way around a Camera and Sound kit when needed).
Making films every day is preferable to sitting around in a normal desk job, but it may be different from the vision you have. It is work, and it feel like work. There's a lot of organizing, filing, watching loading bars, sending emails, banging your head against the wall trying to make something work. Working through 5 hours of interviews, cutting them up into smaller segments and removing as many breaths and stutters as possible by cutting between two camera angles...
I really don't want to sound jaded, because I love what I do, and I actually came to appreciate the industry more when I found out what it's actually like. Everyone I've worked with loves what they do. Unlike university, where my fellow film students (all wannabe directors) sat around and discussed creative subtext, I can spend hours chatting with my colleagues about how we can improve our 4K workflows in Avid MC8.
Dispel any romantic notions you have, because it will free you up to truly appreciate the creativity and passion that can go into filmmaking.
If you haven't really singled out a job role you want to do yet, and enjoy all aspects of filmmaking (the classic jack-of-all-trades who can take a project end to end), then the best advice I can give is... It's easier to become a professional than you may think, because your competitors trying to break into the industry tend to be narrow-minded.
Big film production companies are just a fraction of potential employers. Freelancing is not your only alternative. Find charities, NGOs, small businesses, etc. All sorts of organisations need people who can produce film content. If you want to turn a hobby into a career, then be pro-active and seek out the jobs that the star-studded masses don't often consider. Hell, you can even become a Videographer on a cruise ship, videoing the excursions and cutting promos while on the open sea.
I guess what I'm trying to say is... most of us want to spend our time going over ideas with scriptwriter, casting actors, filming on a beach somewhere and spending weeks in the edit suite getting it just right. One day, you'll be able to do that. If you are film-making as a hobby, you can do that right now, if you can afford to. But if you want to turn it into something more, then the best way to get paid is to make the films other people need you to make - and the jobs that'll help you get started will most likely be non-fiction corporate shorts.
But as I said at the beginning, that's the work that truly helps you develop. Filmmaking really can be overwhelming if you try to take on everything at once. Find some small volunteer projects, network a bit, get the basics down, then look for an employer who needs someone to churn out content.
I'm well aware that my advice may be wrong for you, and a lot of others in this subreddit, but it's what I can give based on my experience. I realize that some people do actually get a lucky break, or direct a short film that gets lots of awards and scores them a ticket into Hollywood... but I have to assume that's the minority of cases.
I think it's similar to musicians. You can write/sing your own songs and post them to Youtube, hoping to get millions of views overnight and a record deal, or you can take your band and begin touring, playing at weddings, start getting session work, etc. - you can always make your own content on the side, but most people can't skip the hard work in the trenches.
There's some other great advice in this thread too, by the way, especially ResidentRedMage's advice about shooting B-roll (always need more B-roll). If nothing else, if you become a big shot DoP or Director, you'll remember to give us guys in the edit room more to work with :)