Yes it is quite tough at the moment – even for folks coming out with degrees.
I would recommend going to some of the Gamecraft events to get to know people and some of what is going on.
As regards courses it kind of depends what area you are thinking of heading into – programming versus more design/art orientated.
You can search our database for courses at different levels and in different locations. Some are short intro level courses while others are full degrees – obviously very different offerings. Some of the folks at Gamecraft will have done some of them so that is an opportunity to discuss.
Finally, working on a portfolio as you get better with your skills is always useful.