There are many free resources online to help you find out if this is interesting to you and to help prepare you for immersives like Hack Reactor.
There is a lot of free material at Udacity. They also help with knowing where to go next, career paths, and building portfolio. Mozilla Developer Network can walk you through how to create your own app. MIT offers computer science courses online for free. This LifeHacker will point you to resources in Python.
If you explore and decide that software engineering is a good fit for you, go talk to the folks at Hack Reactor. The benefit of a 12-week intensive program is that it decreases the time you are out of work and gets you to a better job faster. It is definitely worth it.