Career Advice Wealth Management -> Consulting

Hi everyone I’d really appreciate anyone insight or advice. I am going into senior year at a non target school and had an internship at Goldman Sachs Ayco in Wealth Management in a HCOL area. I thought I was all in on a Wealth Management career and was planning on getting my CFP after graduation. I’ve come to the realization that I might want to do consulting or something in alternatives instead. I’m very entrepreneurial and want to start my own business down the line, but I’m not sure what career would be best for me. Last year I was part of a MBB alumni prep program through my school but I didn’t care much about it since I thought I was going to stick with what I had set up in Wealth Management, but I can revisit resources from that. I have a 3.9 GPA and a pretty diverse resume and am confident in my networking skills and ability to articulate my experience. This is all new to me and I’m not sure what to do, any advice would be greatly appreciated. Thanks!