mlalvarez,
You might be surprised at the staggering number (the majority, actually) of SF soldiers that entered into training without even the thought of a mentor. You need to be self-starting and able to motivate yourself to be successful, not dependent on others for your mental and/or physical strength.
With that said, please read through all applicable posts here (the search feature is helpful in this), and consider purchasing the book "Get Selected" through the Special Operations Warrior Foundation
http://www.specialops.org/. It has much of the information for which you seem to be searching.