Software engineer - firmware Retired
Round Rock, Texas
Very interesting question!
I have never been in the game development industry but I did a fair amount of digging when I was trying to develop a game programming major at a local college. I talked to a lot of the major players.
First your choice of location is limited. Although there are some who telecommute, you really need to be in one of the game development hubs. I know there are a few in California and the east coast. Austin, Texas is definitely one of the hubs. You'll need to do a bit of digging to find the exact development hubs when you are ready since they can and do change over time. Also, make sure you are researching development not distribution hubs.
The most important aspect is that it needs to be a complete passion. There were more than a few cots and couches for people to sleep. Many work 18 to 20 hours a day. If it's not a total passion, you will burn out quickly. Your life has to be gaming. But that's why you get into game development for the love!
Look into specialized colleges, such as Full Sail University, www.fullsail.edu, in Florida.
If there is a game development company locally, see if they need volunteers to test. Also, look for game developers on LinkedIn and connect with them. Ask questions but be respectful of their time. Don't ask too many questions.
Best of luck! Remember my comments are as an outsider with a bit of a view into that world so take it all with a grain of salt.