There are two kinds of entrepreneurs- an artisan entrepreneur and an opportunistic entrepreneur. The former is a person with purely technical skills related to their field that starts a business (for example an auto mechanic who starts his own garage) and the latter is a person with both sophisticated managerial and business knowledge as well as specific technical knowledge of their field. Unfortunately, it seems like many people that start haunts are simply artisan entrepreneurs who have in some cases incredible talents, however to really become successful, you need to have that other component. Therefore I'm with Nightgore, go for business and do as much theatre stuff as you can, as well as working for other haunts, doing your own, etc to gain as much experience as you can.
I'm currently working on an undergraduate degree in Entrepreneurship, which includes essential skills like how to write a business plan, accounting, marketing, etc. that all come into play with running a haunt.
And not to sound pessimistic, but try not to put all your eggs in one basket. Consider the fact that you might have to get a job for a while before you have enough money to open a haunt, and therefore you'll want to have a degree in a field in which you would like to work in. And if for some reason things don't work out, you'll want to have something that you can fall back on. Don't take this as a "it's impossible to become a pro haunter, so don't even try" lecture, just be prepared!