However, having my own founded and co-founded companies for the last 20 years, I must say unless you have enough money to really work on what you want, you're always working for someone else. As a consultant, you're always working for clients and if business isn't too bad, you can at some point be picky and chose your clients. But, your still working for someone else.
Then, as a pure startup that gets funded, you are working for your investors. Usually, you try to have the best fit and keep enough ownership to make your own decisions, but you're still accountable, which is ok with me. It's sometimes good to have someone to check a bit over your decisions.
But, unless your are extremely fortunate, you are still usually working for someone else. Still, you gain more autonomy and flexibility as opposed to purely being employed.
This said, working for myself works for me and I would never go back to being employed by someone else.
Just know that you'll still be accountable to someone else. The difference is if you screw up, you cannot blame the company. You can only blame yourself. If this happens, it will be a good learning experience.