If your ambitions are entrepreneurial, I would say don't look back. You say that, as regards your job, you're "very good at it", so I'll assume you also enjoy it. The money is obviously damned good for someone your age. My advice: make solid contacts in this field... people who will remember the diligence, care and honesty you showed when you were someone's employee. They would have no reason to expect anything less when you are the boss at your firm.

As for the "college experience", I can't comment very instructively. I was a nerd who commuted and did his homework on the subway. On monday's I would hear about the frat parties and such, and can tell you... even at this remove of years, I don't feel I missed much. However, you are a young man, with a social life to pursue. The relationships and associations made during this time can be important, especially for someone coming from another country as you did.

If this is just a pang, set it aside. Take advantage of the momentum you have achieved. It's true, you will be the "old guy" in class, but you will also probably be the only person who has already managed a very respectable degree of autonomous success.

It's not an easy decision. How big is your "hole"?