Great question to which I only have a very boring answer: "It depends!"

We are all different, some are better-off in a corporate environment, others will bloom and thrive with entrepreneurship. It depends on how much risk appetite, grit, hardship-tolerance and thirst for it you got. Don't do it thinking it might be easy. Do it if you're ready for it. Do it hungry. Do it only if and when you're ready to leave your comfort zone behind, and if you're not ready, build your own comfort zone to build it from within.