I am in the same boat as you, just a few years ahead. Check out my thread in the training section "Navy guy w ??s"
I am going for it and if that is what you want to do, then I think you should go for it too. I know a lot of people on here will tell you to run away but if this is what you want, then go for it. There will also be a lot of guys on here that help and point you in the right diretion. A big plus is that when you are a FO somewhere making $20K a year you will have your military retirement to offset it. Good luck.