First, start by conducting a self-analysis:

1. What do I want, really?
2. What am I already naturally good at?
3. What do I really need to work on?

If being an entrepreneur is your end-goal then your best chance is to become an entrepreneur. Just start something. Starting now gives you the greatest opportunity to start learning, failing, adjusting and developing your "winning formula".

Scared to dive right in? Start small. Side-hustle. Get a job, perhaps a full-time job in VC as analyst (if you need help building business experience), or Sales (if you need help developing people skills and want to refine how to close a deal), or Marketing (if you need help with communication and presenting value) or Consulting (if you want to explore industries and develop business acumen).

What do you want, really? What can you "afford", really?

Pick a direction. Start. Learn. Refine. Re-evaluate.