In this world dubbed the Land of Beginnings, there were no second paths available to those born of lower standing. There was nothing besides the Slayer path for more than 99% of the population. After all, it was the easiest to pursue; all you had to do was purchase a caged Nightmare, like the ones Cassius saw in the Capital. You would then kill it, absorb its Nightmare Essence, and bam—you were now a Slayer.
The rest of your path depended on the luck of the draw from there, as your innate Nightmare Talent could very well make or break you. And over time, you would eventually receive the chance to become an official Nightmare Slayer, not just a regular Slayer.
As for the other, far more rare paths, such as the Knight or Mage path, they were a lot more difficult to advance in.