Working at a startup is a good goal-- it's a fun work environment with a small tight-knit team.
STARTING a startup should be fueled by either a missionary zeal or a desire to gamble with 2+ years of your life to make a big pile of money (the average time to liquidity for VC backed startups is ~7 years). If you don't have one of those two, I can all but promise you'll burn out and/or get bored.
My advice: wait for an idea/market that you love to pop into your head that you can't ignore. In the meantime, work at a startup for a decent salary (don't sacrifice much salary for options-- it's a sucker's bet).