Your military experience doesn't change much, you are a younger career changer, so all the discussions here relevant to that apply to you. Your military experience can help with a couple things...
1. GI Bill might offset training costs.
2. Reserves can offset low entry level pay.
3. If you can network with airline pilots in the reserves, that will be very helpful.
4. Airlines will give you a tiny bit of preference, because they know you'll show up on time with a good shave and pressed shirt.