How bad is it consuming you lately ? Do you think about this every day ? Do you feel like if you don't do something about this, you would be very unhappy say 5 years from now ?
Let me be brutally honest hoping it helps. Most people think about doing this own thing since it is a "nice idea". But the execution part is where a lot of us fail.
So the question is: what are you willing to give up today to start something of your own ? Are you willing to give up the salary cushion you have ? Are you willing to grind day in day out for 5/7/10 years ?
Let's say you do your own thing today and 5 years from now, you decide that it is not for you and you want to go back to a job. Would you regret your decision in hindsight ? Would you hate yourself for losing all that cash you could have made in 5 more years from your current job ?
For me, the answer is No, not at all. I did not fail so you can call it survivorship bias but 7 years ago, I quit my very high paying consulting job to do my own thing. I was able to make it work but even if I had failed, I would have 0 regrets. I cannot die knowing that I never tried my own thing. Can you ?