Fantastic question that more folks should be asking!

Quite frankly, the requirements and skill sets required by most, if not all jobs are exactly the opposite of what you need to learn as an entrepreneur.

Thus, the answers of people saying "start being an entrepreneur" are spot on, because there is a whole unseen curriculum you begin learning when you strike out on your own. You will not learn these skills at school or a job.

While a job may pay lip service to notions like "iterate and learn by failure", corporate goals are generally set up to punish failure, which is the opposite of iterative success.

My advice is twofold:
1) Learn skills and get a job to pay the bills.
2) Start immediately learning entrepreneurship by creating a side hustle/lean startup.

For further reading:
The Lean Startup by Eric Reis
Side Hustle by Chris Guillebeau

Good luck on your journey, feel free to reach out to me if you have further questions regarding my advice!