Welcome to the community and good on you for jumping straight in.
This is a pretty common dilemma.
Have a read of this post, in which I've pulled together some answers to some common questions.
Regarding the degree question, here are a few discussions which might help with your decision.
Personally, I'd start with a few online courses until you figure out which areas of UX you like best. We have a pretty good list here, and have reviewed several of them here. We're also in the process of putting together our own course which should be ready in the next month (I believe).