Well, right out of highschool I jumped in with both feet into an engineering program. I helped tutor other students in calculus in exchange for their notes from lectures, during which I often worked on my D&D campaigns. After a particularly boring hydraulics class, I started questioning why I wanted to do it.
I've always been an artist with a gift for math - torn in two directions. Too much of a dreamer to pay attention in class, but good enough at tests to get by. I'm also terrible at doing what I'm told.
In the end, I bought a struggling Comic & Game store at the age of 19, and with no business experience whatsoever, I learned as I went and turned it around. 28 years later, I do well enough to support a family of four, five employees, and get to play D&D on weekends as part of my job. (Though not for the past two years. Business has been good during that time, but it's not near as much fun. A lot of headaches, but it's hard to complain when compared to many jobs.)
I'd say dropping out worked out fine for me.
After "only" about 20 years, my mom stopped asking me when I'd get a "real" job!