In my opinion, wisdom is required, as no two cases are exactly identical.
An entrepreneur who is a startup and obviously hasn't any capital to scale up or maintain, and neither does the person have a backbone (support). Then I'll recommend that he/she should hold both option, I.e work for a firm to get funded while having his/her aspirations on front-burner.
However, if he/she has got a support to cater for basic needs, then that's an opportunity to draw all focus to his/her ambition.
Different people have different mind set - some are happy working for others some do not have stamina to work under others command.
So - whatever makes you happy it is good to go with it. But if you are doing a job - I believe you should be doing a side hustle to have something of your own.