I met with a business this week, a new start up with no presence yet. It's where most businesses start and can be very daunting having a basic website, some sort of brand and a to do list longer than yourself.
A big plus for this business I met with this week was that the person starting the business was still in full time employment, working in the same industry he is going it alone in. Starting a business on the side is probably the best advice I can give anyone if you have the opportunity.
Sacrificing some of your free time in the evenings and on weekends is tough for most but if you are starting a business it's perfect and risk free as you are still earning and this allows you to correctly value yourself and your time or product without being desperate to sell yourself too cheap.
Me personally started my own business while working and did so for almost six months before finally going full time solo, and even then it was scary but luckily (yes I think luck is a big part) it all worked out.