I think, first of all you should do something in your live you feel satisfied about. If you go on for reasonable aspects in your actual position, you may feel sorry for your whole live, you may not..... you may even feel sorry, for having done the change and to become a pilot. So it is very personal and there is no universal answer for.
I can tell you how I did it and it worked out pretty nice. So you have at least one idea:
First of all I would not go for a loan. Invest as much money in your training as you can, but not more. So you avoid this enormous pressure to succeed and if it doesn't work at the moment desired, it's not so grave.
Take your time for doing it. It may last in total 2 to 3 years. There is nothing wrong about. Do as much as you like to do at once. If it always goes with "The Fun Factor" it's great.
I don't know if you got already a PPL. If yes, you know already quite a bit, if no, take piece by piece. Go for a PPL, it's the base for all, all ATP's started up with a PPL. You may contact AeCS (AeroClub der Schweiz) in Luzern, they can give you many addresses of local schools close to where you live.
The general situation for pilots in Switzerland at the moment is everything else than good. This mainly because of the Swissair collapse. In other countries I can see, they already got over the 9-11 misery and it restarts to get interesting again or pilots.
In general, aviation is a very rude business. In times like yet they will nearly ask you to pay for a job. In times as we had them 5 years ago, you could ask close to anything and they gave it to you, as they needed somebody to fly the plane. I am sure, times will become better, even here in Switzerland. The operators will then run even into bigger problems recruiting their pilots. Imagine, many pilots lost their jobs during the actual crisis. A pilot not flying will loose it's license. He may go on and fly for fun to keep the minimum, but he will need a job again. So he will take another job in another profession. I am quite sure, those people won't come back, as they will have commitments in their live and will probably not be able to take again the risk and restart a career with 35 or 40 years of age. Same or the flying schools, They won't be ready to train all those pilots needed to fill the positions. So if you are ready by this time, it may be a great opportunity. As actually we are on a slight climb again, I think it could be a good moment to start
I wish you good luck and please don't rush into something, do only you will have fun for anyhow, regardless how it comes. Take care!