Changing jobs can be a worrying time. It may be that you do not have any savings to see you through a period of out of work, in which case you would need to ensure that you have a job lined up that you can go straight in to.
If the job that you want to go for requires additional qualifications or experience then you may need to take time out of work to complete a course or you may need to volunteer to gain some experience.
You need to carefully consider your financial situation before rushing in to changing a job and if you do need to study then it may be that you have to do an evening course instead to allow you to still work and bring in the money at the same time.
If you simply cannot afford to change jobs at the moment then try and look for ways to improve your current job satisfaction in the meantime.