0) I kept my day job. Coming home to work on the game isn't as hard as it sounds because (see 1)
1) I am making my game for me first. I've always had this world I want to drop myself into so I'm building it for me. If other people want to come along on this journey, that's fantastic. If not, that's okay too.
2) It's a means for me to escape daily life, thus it is relaxing and "time off" in my mind, not work. If I ever feel like it's work, I take a few minutes to analyze why and usually come to the conclusion that I'm focusing on the wrong thing: making the game for someone else, not myself.
3) I have no intentions of striking it rich, playing the indie lottery, or any of those things. I fully understand (after first-hand experience working as a professional game developer) that most games take years to make and when they finally come out, no one plays them. I cry a little inside when I see people quitting their job to become an indie developer and spend more than 90 days working on a single project without getting it released.
4) I set the price of my game based on its value not compared to similar games in the industry. I've had customers complain about this before, but the reality is that I only want players who are truly into the idea to be a part of it. If not, then don't buy it. I'm totally willing to walk away from any sale.
If this all sounds selfish, you're right. It's completely selfish. But I think it's the only realistic way to look at developing a game in today's world. Just like this blog post says, you will lose money, time, and sleep if your intentions are to burn the ships and strike it rich.
Instead, why not work on something for yourself and keep your day job?