Let's take stock of this. I'm going to mention that for me personally I wish I was running my own thing years ago, like after leaving school or college. It does depend on circumstance, life situations etc but in an ideal position who would not want to run their own business and acheive your own dreams? There is obstacles that everyone has to overcome and deal with in life. So what is the real obstacle? What's holding us back?
Let's evaluate:
The first thing is to have is a strong desire and passion, but sometimes those passions are kind of blocking your route to success. That's is what life is about I suppose! So you have to overcome that. Try and make your passion accomodating to your real world life. If you can manage that that is a major bonus.
Next is financial backing. These days there are a number of avenues to pursue your dream with other financial backers and investors. If you have a great idea, chase it. hard. If you don't that avenue to chase, work in like a day job and save money. The great advantage of that is it will take you a longer period of time but you will learn to manage your money exceptionally well, because you have gone though that journey.
The next thing is be positive. Regardless of your situation try to work around it. It will come around to you.
Belief in yourself. Entrepreneur's make mistakes. But they pick themselves up and carry on. That is the essence of being an entrepreneur.
For me personally, I love my work and I love my job profession. However I wanted to step into this about 8 years ago. I had a good job but that message has been calling me for a long time but and I left it. Now Im in it and enjoying it.
So what is the disadvatages:
It does depend on your personal circumstances but you can work around that with expertise and support with the right people.
Finance is a factor, if your project is too expensive look at other alternatives. You might not reach your ultimate dream but step by step by step you can reach that goal.
Whatever your position is don't give up on your aspirations or dreams.