First of all, congratulations! This is a big step (albeit a little scary), but it's the kind of step you'll never look back and regret.

I quit my job about a year ago to pursue my startup. It didn't work out, but I don't regret it.

I think the biggest thing that I messed up is truly underestimating my expenses. Make sure you budget (on paper, not just in your head :)) for "miscellaneous" expenses. When bootstrapping a project, it's really easy to say "woah, this really is valuable, I'll just put it on my high interest credit card because I'll be able to pay it off in a couple months with my cash flow." I made the mistake of looking at what it took for me to live and pay my bills, and severely underestimated all those little "misc." expenses that show up when bootstrapping a project.

Oh, and for what it's worth, the company I quit to work on my project full-time hired me back with open arms and a raise :). So don't worry too much about quitting, people understand and support your decisions more than you might think!

Good luck!