Ask HN: Moving from a large establish company to a startup

I'm seriously considering a move. I'll be losing an office with a door, 20% of my salary and job security. What I hope to gain is a fast paced environment where I'll learn, grow fast and learn what I need to do my own startup some day.

Any one else make this transition? Do you have experiences to share? This other story on losing a job in 2 weeks has got me a bit worried. But I am assuming that this isn't all too common :/