Whenever you are thinking about working for yourself or starting your own business, it is very important that you ask yourself many questions about the entire concept and grow to understand what is motivating you to move in this direction. Sometimes necessity is the trigger for one being on their own (lost job) but other times people reach a point where they are burnt out on the idea of getting up and going to the same place day after day, working in an environment that is not interesting or stimulating and in some cases working for a boss that they have challenges with. Whatever the reason...stepping out on your own is not a baby step...it's a big step and you should gather information from sources that you can trust.
You need to do your homework too. Gather information about the industry you are thinking of entering. Talk with people doing what you want to do. Remember, in general, you are not doing something new. In fact most things have been done before and it is up to you to figure out why these previous attempts may have failed...and why you won't. What's your spin? How will it produce different results?
I read an article this morning by Scott Gerber (don't know if he's related to Michael Gerber who wrote 'The E-Myth') entitled Why "Be Passionate" is Awful Advice. In it Mr. Gerber provides some key questions that anyone thinking of starting their own business should consider. I think his list is a good one to keep and review while you go through your own process of evaluating what you are going to do, why you are doing it and if you have the resources to make it a go.