One suggestion is to do a half-step instead of full leap.
Find a small business or smaller shop to work for (even accept less pay and use a little savings so you know how that feels), raise your hand to do stuff you normally wouldn't do (if you're an engineer, volunteer to help with sales, marketing, customer service, etc.), make nice with the owners, and constantly learn what they do.
Once you get their playbook, jump out on your own or side hustle practicing it until you're ready.
That is what I did. It took a few years, but I'm happy I did.
Find a small business or smaller shop to work for (even accept less pay and use a little savings so you know how that feels), raise your hand to do stuff you normally wouldn't do (if you're an engineer, volunteer to help with sales, marketing, customer service, etc.), make nice with the owners, and constantly learn what they do.
Once you get their playbook, jump out on your own or side hustle practicing it until you're ready.
That is what I did. It took a few years, but I'm happy I did.