Everyone needs a realistic exit point. That is, a time when failure is accepted and you move on with the lesson you've learned. The danger in pushing through a never ending failure is that you end up spending time failing at one thing when you could have been building towards success at something else if only you had moved on.
From the very beginning you need your own definition of success and failure. Don't be too wild with your vision of success. You don't need a Ferrari. Likewise, don't be too wild with your vision of failure either. It's not okay to flounder for years.
The new road may very well involve more work, more studying, learning new skills and so on. That's life.