Oh my god how I wish someone had branded this on my chest.
Words can't describe the satisfaction of thinking of a change, sitting down and making it happen. Right there and then. Without communicating it to someone distant, and paying for the privilege.
I've no regrets about building those things, I learned a lot and applied that knowledge next time round. I regret certain decisions like spending a beautiful summers weekend working on code no one would use instead of spending it with my friends and family and building something a bit more MVC. But that's how I learn so ultimately to regret it would be to constantly beat myself up.
Had the impact of those decisions been bigger maybe I'd have regrets, I don't know.
I'm not taking the best path for making the most money (risk coefficient * CHEESE!), but time spent learning as much as I have and enjoying doing so is well spent.
It's a value proposition, with variables to weigh on each side.
If you value security, it's not likely to be a good idea for you. If you're risk insensitive, then the economic insecurity isn't likely to bother you as much.
If you like being able to go party week in, week out with your friends like clockwork with nothing likely to disturb your social schedule, less of a good idea to do a startup.
If you're obsessed with building a product that solves real problems for people, more of a good idea to do a startup.
Just know yourself, where your values and priorities lie. Be honest, then you'll know if it's something you really want to do.