I think it depends on the person and the industry. Some ideas require a lot of insight, research and connections to execute well, and some don't.

I started my own company two years after graduating (paid off all my student loans first) and probably got more "experience" in the first 2 months running my own thing than 2 years of working for someone else.

I did get some experience working a job, but to be honest, most of the learning I did was on my own time and not on the job. Coworkers generally do not have that much time to mentor you or guide you no matter what they say in the recruitment process -- they want you to fill a pretty specific role and probably aren't going to make a special job just for you.

I don't know you, so it's hard to say, but if are concerned about things looking bad to employers on a resume I don't know if you should be focused on building your own company right now.