Just starting a company and figuring things out on the go doesn't work in many fields. It can work in software, and sales and marketing oriented businesses.
I'm software developer by degree and profession, but recently I started to study bioinformatics and biology (on my own). My dream would be to do something meaningful in these areas, preferably in the form of running a company, but there's absolutely no way that I could succeed in it, if I start one now.
There are lots of things in the world that are either just plain hard or require time to learn.