Take the job at Delta and go to class. Then, as the process at UAL unveils itself to you participate in it. You may end up with a bird in the hand, and another in your pocket. Much better than two birds in the bush. Then, you can decide weather you want to make gumbo or stir fry them birds.
It's a business. Just like any other. People start one job, and then they pull up stakes and go to another. Not a big deal. You are young enough to be able to do this. I've seen people work at an airline for 17 years, then decide to leave and start at the bottom again. You can do it in 17 days if it all works out.