It's a lot easier to take a financial risk when you have no dependents and no mortgage.

I quit my job to start a business in my late 20s, when I was single and had no kids. I will say that another reply's statement is very true: "If I think back to the person I was in my mid-20s, I would not have had the dedication, confidence, people skills, or even the technical know-how to pull off anything approaching a successful business."

In my case, I just wanted to be in charge of my own destiny for awhile, with the freedom to screw up. (And I did screw up.) Although I wish I did things differently, the experience itself was worthwhile. Our modern upbringings are so structured that "starting our own business" really just turns into an outlet for avoiding authority for awhile.