Definitely don't stop Greg!
First up, welcome. I'm glad you found us.
I can't speak to the market in your area specifically, but UX is such a rapidly growing (and diverse) industry that I doubt you'd have any trouble finding work.
What is your background? Do you have transferrable skills of any kind? Are there specific areas of UX that interest you?
Your approach of online learning is the right one. There is a lot of info out there for free, and it makes sense to cover the basics before forking out piles of cash. We have a tonne of resources (including a list of courses and degrees) on our site. They ought to help you gauge whether the course you are looking at offers value for money.