Here's my theory: The longer you wait to start a business, the less sure you are about whether or not it's a good idea.
In other words, the people who start one at college age (e.g. Bill Gates, Michael Dell) have a burning desire. The people who wait until they're 40 (as I did), are less driven, and only slowly coming to terms with the possibility of breaking free from corporate life (that's why we've waited this long).
If my theory is right, it also means that the mid-life, first-time business person needs a little bit more of a push to finally leave and a little more encouragement to keep from running back "inside" at the first sign of trouble.
In my case, I deliberately did things to "paint myself into a corner." I rented office space with a one year lease; I incorporated the business; I even got vanity plates on my car with the name of my company. The idea was to do as much as I could to jump in with both feet and commit to the business.
As Julia Cameron says in her book, The Artist's Way, "Leap, and the net will appear." I try to leap every chance I get.