Not a problem. Doing your own thing is one of the best decisions you can make for yourself but you cannot have it both ways. If you are worried about Opportunity Cost, you would never truly be free in actually doing it.

For me, doing my own thing is my way of life. I cannot accept anything else. Of course, I hope I get rich doing it as well but even if it keeps me afloat, I would be ok with it.

You don't do your own thing because you want to get rich. You get rich because you did your own thing. 2 different things. The focus should be "I really really wanna do my own thing and willing to accept whatever risks it brings". Good luck to you.