Filmmaking is a lot of fun and it's a hobby of mine as well. With digital cameras you're infinitely liberated. It's dirt cheap: you just need a good boom mic and your good-to-go, for the most part (especially if you go Dogma 95). So shoot. I mean it. Just go shoot. You'll most likely have to wear most of the hats: producer/screenwriter/director/editor/sound/etc. But that's great training. You'll see what you enjoy most.
And each time you shoot something, throw it up anywhere you can: YouTube, etc. If you're good, people will notice. Robert Rodriguez shot a short 16mm called 'Bedhead' for a local competition, and that took him to film school. After school he shot El Mariachi for $7,000, and went on from there. If you're talented, it will show. To get talented, watch great films with the sound off and shoot, shoot, shoot.