Anthony,
I was in the same boat. I've wanted to do this since I was about 12. The others give you some great advice. I'll add this to it. Being 14, you're probably going to start looking at colleges soon. Don't buy into the hype of some of the high priced aviation schools. Find a school that is diverse and has many options for degrees totally outside of aviation. Save that money because you'll need it if you elect to go the civilian route. Whatever path you choose, take your time and weigh all the options. Do lots of research and don't buy into the hype of advertising. By doing this you will find the school that fits you best and gives you the most for your money.
You have a couple years, but start saving your money now so you can start taking lessons when you turn 16. Hang out at a smaller airport in your area and start getting to know people, perhaps get a job pumping fuel into aircraft and cleaning them during the summer. Work hard, get your ratings. Flight instruct while you're in college and you'll have a ton of options available to you when you graduate.