Dealing with shame and disorganization

TLDR I’m someone who can be characterized as “open”. I want to learn everything and read all the books and listen to all the music. I even switched careers. I want to be a singer and a painter and a graphic designer and a psychologist and a baker. I took so many courses, even a GIS course and a cake decoration course in Paris. I speak 6 languages and lived in 4 countries. I’m turning 31 this year and until now I don’t have a stable job or income and I was never able to peruse an interest to the point where I’m really good and I can monetize it. Feelings of shame come from comparison with my peers and the people around me who keep making me feel like what I do is always wrong and never enough and always short. My attention is fragmented every where, especially now with short form videos hitting every platform. I admit I need help because life can’t go on like this for me where I switch interests every couple of years and find something new interesting. Where should I go? Who can I talk to? Do I need some sort of a military bootcamp style thing?