0. Make sure your house is in financial order. If you are a habitual user of credit cards, have high monthly debt obligations, and no saving, before you even think about going out on your own, change that.
1. Audit your ability to estimate time and hit deadlines. Most developers are rubbish at knowing how long a project will take, even a small one. Make sure you can hit a deadline. This is more important at the outset than your ability to estimate.
2. Start thinking about yourself as a provider of solutions rather than as a developer. You happen to have the superpower of being able to create software, but that's just a tool. Real value is delivered by providing solutions to problems within a business.
I could write pages on each of these points, if you have further questions I'm happy to answer.
Getting your first client, a couple ideas: - Talk to small marketing / ad agencies in your town that won't have internal developers, offering to put some technical muscle behind what they're doing for their clients. - Look for people in your personal network that could benefit from your superpower. Offer to build tools to solve the issues they're dealing with.
These are super generic ideas, I can offer better and more targeted advice if I know a little more about you and your skillset. Hit me up at batmaniac@gmail.com.