Welcome to the forums. Let’s talk about your age first, then the best path for you. 39 is definitely not too late, but it depends on what your expectations are. Advancement in the airlines is driven by seniority, meaning that the younger you are when you get hired, the more advancement opportunities that you will have. What I mean by this is that there are only so many 747 Captain slots at United Airlines and the most senior pilots get these. These would typically be pilots that joined the airline at a very young age. The 777 Captains at UAL are the next most senior group, and so we go down the seniority list.
If you were to start flight training right now you would likely finish the program at the age of 40. You would need to flight instruct for about two years to get the necessary 1,500 flight hours for the airlines, so 42 when you walk in the door of a regional airline. This is by no means too old, plenty of people have been hired at that age.
If you want to stay at the regional airlines, and there is certainly nothing wrong with that, you could have a solid 22 year career of flying ahead of you, much of it as a Captain. If you want to shoot for a major airline you will likely need to spend 5-8 years at a regional before you have the necessary qualifications, so say 48 when you get hired by a major airline. This too is not too old, but you will never be a 747 Captain at a major as the younger, more senior pilots will get that position. It is likely that you would retire as a First Officer or maybe a junior Captain.
The best path for you to get to the airlines at your age is the quickest path. I recommend a school that offers a fast track course, not one that will take two years to get all of your ratings. It should also be noted that the major airlines require a college degree, the regionals do not.
My biggest question is have you taken a discovery flight yet or actually flown a small airplane somewhere? If not, go to your local ATP or other nearby flight school and sign up for one. An introductory flight is a great way to get behind the yoke of an airplane and see if flying is something that you really want to do. They don’t cost much and are a great way to get started.