First step would be go get an FAA first class medical, it should not be a problem if you're in normal good health.
Then go take a few flying lessons. If you like it, get your PPL and fly around for fun as much as you can afford. If you can't afford a PPL at this point, at least try to solo. I wouldn't make a career decision (and huge investment) unless you're sure you like flying.
Assuming your military record is clean, definitely look into military flying opportunities. I would look at Air National Guard first (best kept secret in aviation), then USAF Reserve, then all active-duty services including USCG.
The guard/reserves would allow you to pursue a civilian flying career in parallel with your military career, you also know what aircraft type you will be flying since you get hired by an individual squadron. One downside to AD is that you don't know what aircraft type you will fly until it's too late so you could end up in helos or even UAVs, neither of which will lead to an airline career if that's what you had in mind. The other is that you'll be committed to ten years before you can start a civilian career.
If you are interested in helos, also look at Army National Guard...they hire a lot of helo pilots off the street.
Helos can lead to a civilian career, but not usually in the airlines unless you make a point of acquiring about 1000 hours of fixed wing time along the way. Army helo pilots may have the opportunity to fly FW support aircraft, but I think some of those programs have been cut back. Navy/USMC/USCG helo pilots often have an opportunity to fly FW aircraft as instructor pilots.
There are age limits for military flying and it takes at least a year to jump through all the hoops so don't delay if you think that's something you'd like to do.