Want/don't want and can often have little to do together, especially when it comes to immigration. You are under the impression that there has to be a visa for your needs/wants. Since you want to go to the UK to study (and, possibly, if they let you, to live there permanently), the first step is to apply for a student visa.
Getting permanent residence in the UK requires that you spend a few years (from 2 to 15, depending on your residence status) in the UK as a temporary resident first. You can't just be abroad, never having lived there, and hope for permanent residence. So you need to qualify first. Which means getting in the UK, hopefully on a legal basis. And in your case there isn't anything much outside a student visa. Especially at your age.
So my advice is, stop day-dreaming about what-ifs, and start looking into a student visa, and the costs, which, as mentioned in another answer, will be in the tens of thousands of GBP. And that's of course IF you can find a school that accepts you.