EMS, like healthcare in general, is compounding education. Everything you learn will build upon and use knowledge that you've gained previously. Paramedic school will build on what you've learned in EMT training. If you lose anything it's because you're doing something wrong.
With regards to nursing school, or paramedic school, or any future career education you plan to pursue, please do your research accordingly. Know what the job market is like in the area you want to live. Research compensation for the profession you've chosen. Can you afford to live off of what you'd make? Will you need to move for a job? There are many other possibilities to consider.
When you've found something you like and want to do, and you're satisfied through your research that the job market for that particular profession is sustainable professionally, financially and personally, then get it done.
And have fun doing it!