The first thing you need to do is decide what area you want to specialize in. Think about your strengths/weaknesses and decide whether you would be a good game programmer, artist, producer, designer, quality assurance manager, executive, etc. If you like designing or talking about games than a game designer or as a marketing executive would fit your strengths and be the most interesting for you. Since you have a background in economics working as an executive in some capacity that deals with projections and budgets might be a great fit.
A great first step is to try to get a part-time internship (Hopefully a paying one, but one for experience is a great start). That type of experience will really help your resume stand out and give you the ability to network with game developers who can further your career. Most internships are part-time to work around students' schedules so you can probably find one that is just a couple of days a week. That would allow you to keep working at your current job while testing out game development to see if you even enjoy it.
You then need to do some research into your desired field, come up with a portfolio, create a great 1 page resume, and start looking for local game developers to apply to. You may need to go to college if you want to be an artist (Art degree) or game programmer (computer science degree) and you haven't picked up those skills already you may want to get one of those degrees. If you want to be an executive your economic degree should qualify you for the basic minimum requirements. If you want to make a career in the video game industry as a tester try to work at a game developer instead of a publisher as you'll learn a lot more. When you apply talk about your reporting strengths, experience playing/analyzing games, and your career goals and what you're doing to accomplish them.
Once you've done that search the websites of your favorite game developers who are local to you and see if they are hiring. Check their websites, etc. Even if they are not you can still call/email and try to convince them to hire you. The biggest issue you are going to have is living in a small town. Relocating to a city such as LA, San Diego, New York, Seattle, San Francisco, etc. will present you with many more opportunities. Whether you go to college or not go ahead and look for internship, because in the long run that experience will get you a job.
Another option is to look into independent game development by finding a small team working on a game for free as a hobby. Those projects are always looking for help and look great on resumes.
I just started a blog where I've been sharing what I've learned from working in the game industry:
Feel free to contact me through my website with additional questions.