I think prioritising ideally what you would like to do is the first thing to work out. I quickly decided that for my twenties I didn't need money ( didn't go to uni either, eventually went building college )and wanted as much free time as possible - to be able to do my own work in - and thus worked in cinemas, part-time archival work, record shops etc. Sticking to my own work quite doggedly eventually got me running a gallery, and now making films full-time. But it took a while.
What I see amongst most people - of all ages - is the ones who don't have many regrets are the ones who did what they WANTED to do, as opposed to trying to strategically plan for material wealth over happiness. If you're gonna end up doing something for long periods of time, if you can, make sure it's something that you think is even partly worthwhile and not just for the money, everyone I know who has done that has had breakdowns. Alot of people I know who haven't done that have had breakdowns as well, but bear it in mind.
With regard to the arts the best way to make money without the power tussles is becoming a consultant for arts agencies; working in arts admin. It's a less stress and socially forceful environment than working in galleries etc, which requires alot of networking which can be very very difficult. I would recommend the volunteer route if you're trying for the arts world, because the day to day running can be very different from what is taught at colleges, and, ultimately, the more experience you have - in life, in general! - the better.
And don't worry about your debt, everyone in the country is in debt. They might try and force you to think that it's problematic, but it really isn't. All they can do ultimately is take you to court and tell you to pay it off at whatever they decide your income is. Keep on top of it and in touch with your bank, and often you'll find in later years that it's beneficial with regard mortgages etc to have a credit record that not to have one. I didn't really know what tone to pitch this at, sorry if it may come across as overbearing.
I just recently undertook an MA and thought it was a waste of time, I'd wait to do that until you know what it is you'd like to focus on, don't just fall into it.