I think the thing about writing as a skill is that when you read, you don't, or shouldn't notice, the scaffolding, as someone called it upthread. You are engaged in the story, not in admiring the writer's skill, or thinking "oh, see what she did there."
This means that it's hard, when first starting out, to get your head around the fact that there are a whole load of quite specific skills that you need to understand and be able to employ, even if you ultimately decide not to use them, or to break "rules'"
I don't think that the creative writing taught in schools has any real bearing on what writers do as adults. I think that all creative writing generally does is introduce children to the idea of writing for pleasure, and to exploring language. Useful things, obviously, but about as far removed from the end result of a professional writer as GCSE biology is from a qualified surgeon.
I would highly recommend some sort of good quality course if you can afford it. I know not everyone agrees, but in terms of starting to put together the basic skills and techniques, I think it saves a lot of wasted time and effort in the long run.
For example, most new writers know about "show, don't tell" on some level. When I started writing my first novel I was obsessed with the idea that everything had to be shown. I went to a workshop at a writing festival on this topic, and the tutor dealt with various examples of the different shades of "showing" and the situations where "tell" is actually more appropriate, as well as looking at examples of effective rule-breaking "telling." I came away from that able to look at my own work and see where I'd over-shown.
Similarly, I went to a workshop on psychic distance. Everyone knows about viewpoint - 1st, 3rd etc - but what the tutor did very clearly and concisely, was to show how to adapt viewpoint to get close to a character, or to zoom out. This is something that most people probably know on some basic level, but having it set out in a series of clear examples was a massive lightbulb moment.
I would recommend Arvon. I did one of their short story courses when I started trying to write short fiction. We had a fantastic group, and we're all still in touch on a Facebook group where we've continued to share work and experiences. We also had two fantastic, engaging tutors, so maybe we were just very lucky.
So after all that very, unwriterly-like rambling, I think what I'm trying to say is that I would advise starting to write, without giving up the day job, but to treat it as professionally as possible, just as you would if you decided you did want to become a surgeon. I'd get a decent chunk of a novel down in first draft, as well as a synopsis of where you want it to go. Then I'd do some research about things you're finding hard - characterisation, voice, plot etc - and look into courses or workshops that are relevant. If you can spend a bit of money on it, treat it like any professional training and give yourself a budget and some clear goals. Try to find a local writing group for face-to-face support, and join a writing forum, ideally one with focused feedback groups, like Writewords.
Ultimately, though, none of this is going to get you anywhere if you don't follow the cliche of "apply bum to seat and fingers to keyboard." However much you can learn from courses, you'll learn just as much, if not more, by sheer volume of output. And I think a huge amount of that learning process is in the editing - get a first draft down and then settle down to making it work as a novel.