Option A, no doubt.

You have no debt, no family to care for and are a college grad; you are in a uniquely flexible position not many people ever achieve. You can chase the dream wherever it takes you.

If this is something you've always wanted to do, set out to make it happen. If it works, great! If not, at least you went down swinging. Don't end up being a middle-aged person in a job that you just tolerate wondering what might have been.

I've said this a lot to family and friends, but it fits here too. Being a pilot isn't something I "DO," it's what I "AM." A little dramatic, perhaps, but to me it's a distinction with a difference. I can't imagine having done anything else with my life. Like you, as far back as I have memories I knew I was going to be a pilot.

Make it happen, but +1 on not going into debt along the way.