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There is absolutely nothing wrong with it. If you've figured out what you want to do with your life and you know that you don't need to go to college to achieve that then why bother? As you've said, it costs money that you don't have and you'll spend time that you could spend doing the things you want do, doing something that you don't need to. People probably think it's stupid that you aren't because most people go onto college and so forth but not everyone has to follow that plan. At the end of the day, it's your life to do with it what you wish, you shouldn't have to change your plans to suit what other people are telling you to do.