I just graduated from College and have been connected to the matrix (aka corporate america) for the past year. I can say that working and having a stable job will definitely tell you if you want to do your own thing. I discovered quickly that I am way to motivated to stay in a 8 to 5 job and that I want to do my own thing or join a supportive corporation.
I would recommend doing some corporate gig if you are unsure about starting your own company, but realize that it is very hard to cut the pay check. It is difficult to leave a stable well paying job.
I am pretty firmly in the camp of entrepreneurship and it is still difficult for me to remove myself from the matrix.