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Here is one thing to keep in mind. If you dream big, you sometimes need to "take a leap of faith". In other words there comes a time when you have to take some risks. To use a cliche, no pain, no gain. Personally I don't like pain. But I would like to be my own boss. Therefore I need to do some risky activities to achieve that goal.
When you do become self employed, you are essentially liberated from working for the man. You escape the bondage that the majority of us workers endure. You know that's a great feeling. I know I have dabbled with some business activities on the side. My reward has been a few peanuts. I am still looking to cash in on my own dream. And I am not talking about winning the lottery either.