I'm closing my business after 8yrs (it failed, I made alot of mistakes), but I think starting your own business doesn't have to be difficult - I wish I had known that 8 years ago.
Here's what I'd tell myself: plan plan plan (and plan again), start very small (min risk and stress), be 100% authentic, do not follow (both macro and micro decisions) and if necessary or possible have someone else join you as a partner (spread the risk and give a diffetent pov).
I look forward to starting a new business.