I like looking at the "risk" of buying a new car vs. starting a business. When one buys a new car, they may spend $35,000 and as soon as they drive it off the lot, the value rapidly drops. When you talk to the average salaryman, they never say "buying a car is risky" when in fact, its one of the dumbest financial risks that one can take.

When starting a business, that same $35,000 investment actually has a chance of increasing in value, even if 95% of businesses fail.

Most people who say business is "risky" are just not comfortable with ambiguity. Buying a car is very well-known. Building a product that has never been built before means that you're venturing into the unknown, a very scary proposition for most people.