A lot of it has nothing to do with your practical ability to quit your job and start a company, or with the genuine risks involved (which often turn out to be very low... What's the worst that can happen? Your startup fails and you have to get a job?). A lot - perhaps most - of it has to do with your confidence in yourself. Or to put it another way your ability to push fear of failure (and ultimately fear of what others think) out of the way. To that end, I recommend immersing yourself in true stories of people who (a) have overcome fear, (b) have not let fear stand in their way or (c) don't seem to have fear. Two books that come to mind are The 50th Law (about hip hop artist 50 cent) by Robert Greene and How To Get Rich by Felix Dennis (don't worry it's NOT a self-help book but the autobiography of one of Britain's richest men).