I'm not sure what getting into a creative writing program has to do with being a writer. Go and look at Teresa Nielsen Hayden's list of the 14 things a slush-reader or editor is looking for (the link's at the end of the last post), and whether you've done a creative writing program, have an MFA in writing, or are in fact currently teaching a course in creative writing isn't on the list.
(For the record, I've never been involved in a creative writing program. In my case, that was mostly because I knew I wanted to be a writer, and had enough hubris to know that I'd rather make my mistakes on the job. It was also because I had a vague suspicion that people in authority might suggest that I should write respectable but dull fiction, and then I'd be forced to kill them, and it would all end in tears or in prison. Many of my friends have enjoyed creative writing programs no end. Some of them teach them.)
As for giving up, well, sure, if you want to. Being a writer is a very peculiar sort of a job: it's always you versus a blank sheet of paper (or a blank screen) and quite often the blank piece of paper wins. It has no job security of any kind, and depends mostly on whether or not you can, like Scheherazade, tell the stories each night that'll keep you alive until tomorrow. There are undoubtedly hundreds of easier, less stressful, more straightforward jobs in the world. Personally, I can't think of anything else I'd rather do, but that's me.
If you want to be a writer, write. You may have to get a day job to keep body and soul together (I cheated, and got a writing job, or lots of them, to feed me and pay the rent). If you aren't going to be a writer, then go and be something else. It's not a god-given calling. There's nothing holy or magic about it. It's a craft that mostly involves a lot of work, most of it spent sitting making stuff up and writing it down, and trying to make what you have made up and written down somehow better.
I think for me the tipping point was when I was a very young man. It was late at night, and I was lying in bed, and I thought, as I often thought, "I could be a writer. It's what I want to be. I think it's what I am." And then I imagined myself in my eighties, possibly even on my deathbed, thinking that same thought, in a life when I'd never written anything. And I'd be an old man, with my life behind me, still telling myself I was really a writer -- and I would never know if I was kidding myself or not.
So I thought it might be better to go off and be a writer, even if what I learned from the experience was that I wasn't a writer. At least that way, I'd know.
If it's input you need, find a helpful bunch of likeminded people, either in real life or on the web. And, as mentioned here before, there's Clarion and Clarion West and Viable Paradise among others for the would-be SF-Fantasy writers. The SFWA has a list of workshops and groups, both virtual and visitable at http://www.sfwa.org/links/workshops.htm#yearly.
It does help, to be a writer, to have the sort of crazed ego that doesn't allow for failure. The best reaction to a rejection slip is a sort of wild-eyed madness, an evil grin, and sitting yourself in front of the keyboard muttering "Okay, you bastards. Try rejecting this!" and then writing something so unbelievably brilliant that all other writers will disembowel themselves with their pens upon reading it, because there's nothing left to write. Because the rejection slips will arrive. And, if the books are published, then you can pretty much guarantee that bad reviews will be as well. And you'll need to learn how to shrug and keep going. Or you stop, and get a real job.