Keep your day job and obtain your private pilot and instrument rating from a local school (not ATP). If you have the aptitude, then consider moving forward with the career change. It's better to find out in this stage before you make any drastic changes or hand someone like ATP a large chunk of cash which you may see very little of if you decide to bail halfway through their program.
Flying isn't rocket science but it takes a certain skill set. As the other poster mentioned, there are no guarantees.