This entrepreneurship attitude differs from country to country. In many socialist countries people like jobs in the government - it is cushy, extremely stable and offers excellent benefits.

In other societies risk taking are discouraged (through various means). You should also take into account the difficulty of starting a business when you do not have access to capital.

The USA is one of the few countries that almost seems to reward risk taking and is not over-regulated (thereby cancelling out small companies). This is fairly unique and is probably a part of what make the USA great.