So many good comments are there, I doubt whether you will be able to digest that information and come to proper conclusion.
Entreprenual itch and nervousness about irreparable damage can not co exist. If during your FT job , you have saved enough as somebody said to sustain yourself for 2-5 years and do not have serious debt then to avoid regret at deathbed, go for it .
Age also matters , if it is not now , then forget about starting your own business and accept that it is not for you .