I have to "ditto" what the others have said about being a business owner. YOU are your own boss. YOU make the decisions. YOU decide whether or not to take on the work...YOU, YOU, YOU! (Catch my drift here? LOL)
I just really like to have something to call "my own", really. It really isn't as daunting as it may sound (as Lee stated), but it does take a lot of hard work, effort, determination, and motivation to keep up and running. You have to be patient, use your head (sometimes that hurts - LOL), and really pay attention to what you are doing and where you are going...BUT it is SOOOOO rewarding.
I agree (again). Take on some work as a subcontractor and get your feet wet. I think you are ready to do it - just need a little reassurance. I completely understand the hesitation, though. It's a tough decision, but you CAN do it!!