Is it normal to be living with my sister?

Some backstory. I moved away from my family to an apartment in another city. I was barely getting by, but I felt it was some kind of accomplishment being alone, out of my parents' house and in a new environment. However, as time went by, and I settled down and looked at things more practically, it was clear that I wasn't doing well on my own. I was barely getting by, not having a real job or qualifying for one, and I'd rather die than get a job at McDonald's. So I didn't have a stable source of income. In a severe case of bad luck, all the educational courses I wanted to take were filled up or unavailable for other reasons, and besides I'd probably have ran into trouble before the courses completed anyway. My sister, who is less than a year younger than me, was aware of my problems and was clearly concerned. (My parents, though being perfectly fine people while raising me, seemed content to forget to forget I ever existed after I left. Though I feel that will change with time and it's just a sort of fatigue.) She would make the long drive to see me, and she eventually offered for me to move in with her so I could be in better conditions while I found out what I was going to do. She was living alone and was well-off. I initially declined, but after some time I finally swallowed my pride and decided moving in with her was for the best. I moved in with her just a few months ago.

The problem here isn't with our relationship, we're the best of friends. We adore each other, and I think she actually likes having me around. She insists that me living with her isn't a burden, and when I tell her I'll try to pay her back someday she just says it's fine and I won't need to. I'm running errands for her that, of course, she says I don't have to do but if I have some time maybe I could consider but only if I have nothing better to do (clearly, she hates to ask for things), but that doesn't really count for anything. I'm trying my best to get a life but that will take a while while I take a course, let alone find a job. My problem is, I feel like a loser. I'm now 22 and I feel no better than if I were still living with my parents just being lazy. I tried to be independent, but failed. Is it fine for me to be relying on support from my sister, or should I just try to go out on my own and damn the consequences?