It's a huge decision and it is a completely different world than the consulting one you are used to. The uncertainty is hard but having input (not just being a cog) is unbelievably liberating. No one can answer this question for you. Make your decision. But I do recommend that whatever decision you make, don't look back later. Fully commit yourself to it.

As for questions, will the work be interesting and rewarding? Are the people honest and feel like those you can work with? Is there a sign that the company is succeeding (funding is not market success) like traction and paying customers? There are a few anyway.

Good luck!