Hi. I left a job at Yahoo and my co-founder left a job at live-nation to start our company. I left about a month earlier and got our paper work together (business documents and the like.) I was also able to raise a little money from friends and family before we started. We have not taken a salary in months, and both of us have been living off our savings. We are young (25/24) so money is tight.
We had an idea, but could never have gotten things started if we didn't take a leap of faith. Quitting and getting things moving is the hardest thing to do. The first month feels very scary. We only had an idea, but in my opinion it was worth it to quit. I hope this helps.