Krug
Newshound
Great piece of advice from the man himself:
http://www.neilgaiman.com/journal/journal.asp
http://www.neilgaiman.com/journal/journal.asp
As for giving up, well, sure, if you want to. Being a writer is a very peculiar sort of a job: it's always you versus a blank sheet of paper (or a blank screen) and quite often the blank piece of paper wins. It has no job security of any kind, and depends mostly on whether or not you can, like Scheherazade, tell the stories each night that'll keep you alive until tomorrow. There are undoubtedly hundreds of easier, less stressful, more straightforward jobs in the world. Personally, I can't think of anything else I'd rather do, but that's me.
If you want to be a writer, write. You may have to get a day job to keep body and soul together (I cheated, and got a writing job, or lots of them, to feed me and pay the rent). If you aren't going to be a writer, then go and be something else. It's not a god-given calling. There's nothing holy or magic about it. It's a craft that mostly involves a lot of work, most of it spent sitting making stuff up and writing it down, and trying to make what you have made up and written down somehow better.
I think for me the tipping point was when I was a very young man. It was late at night, and I was lying in bed, and I thought, as I often thought, "I could be a writer. It's what I want to be. I think it's what I am." And then I imagined myself in my eighties, possibly even on my deathbed, thinking that same thought, in a life when I'd never written anything. And I'd be an old man, with my life behind me, still telling myself I was really a writer -- and I would never know if I was kidding myself or not.
So I thought it might be better to go off and be a writer, even if what I learned from the experience was that I wasn't a writer. At least that way, I'd know.