@pale.emperor - I definitely don't think that owning a business or being self-employed is for everyone, but here's something to think of regarding risk. You are essentially in business for yourself already. Don't believe me, try not showing up and see how well it goes, lol. You are in your own little business now with one client. All if your eggs are in one basket. Lose that and it's all gone.
My wife and I have 30 clients. If we lose one it isn't crushing. We just replace them, and we keep more clients than absolutely necessary. So from a risk perspective we are in a better place in some ways.
Now when you're starting out it can be scary. If you're already employed you could start something on the side if you had the circumstances to do so (harder with kids). Once the side gig was going strong and it felt like the boat was closer to the dock, so to speak, you could make the jump without the worry of falling in and getting wet.
Again though, it isn't for everyone. Figuring out what to do is just a small part of it. Making it work is tough. Lots of hard lessons learned, though theree are lots of courses online to help you start most businesses.