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.
Not everyone who has an office job can do a side business or open an entrepreneur, because a full time job will be very impossible for someone if he wants to open another entrepreneur, except for people who work only part of the time, and this free time can be used as an opportunity to work. he founded an entrepreneur.