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Is it possible to do both? Start your company on the side until it takes flight? If you have money saved up to pursue the business route to its full potential, I would urge toward that. Much more rewarding.
What industry?
Do both if it's at all feasible. Being your own boss is great, but it comes with a lot of uncertainty, at least in the short term. Having a steady paycheck coming in while you work to get your business off the ground will alleviate a lot of anxiety, even if it means you'll be putting in some very long hours at the start.
hi
Go for it...better to try and see rather than live with what if
Do both!
Do what you think is the best choice for development
Assuming it’s not drop shipping or a get rich quick scheme (none of that rarely works, while those activities can be done in evenings and on weekends for all eternity) - you can build your venture idea, test it, field feedback, try to understand what might be a suitable MVP or service, on the side.
However, at some stage you’ll have to take the leap, knowing the odds will be against you every step of the way. It takes grit, skills, a team that can execute, a dose of luck, supporting friends and family, and a mindset where uncertainty and volatility won’t paralyse you.
It will be the best and worst you’ve ever done, but the learning experience is priceless, and best case scenario, you’ll succeed.
Personal tip - plan with the exit in mind.