Entrepreneurship and investment have certain risks. Working for your own business or company is a great idea, but it's not easy. Entrepreneurship must have a lot of financial support, not every venture can be successful, you must have patience and persevere.
We have entrepreneurs who set up their own company and then sell it to the highest bidder, following that with another startup and selling that too, so called serial entrepreneurs. Such people are often held as "gurus" but it is mostly due to their contacts and their ability to build relationships quickly with the proper people, mostly lenders and investment bankers who are willing to invest in them. Hence finances are obviously important but again such people are also having a huge saving to rely back on if they wish to.
Doing what you love to do should be the goal. That can be a job or a business, it does not matter, but your passion should be for that. Again every type of work has its pros and cons, the latter should not drag you down.