Fired for disciplinary reasons. I'm strongly considering entrepreneurship. Thoughts?

I was recently fired due to a prank I played at work. Long story short, it was a slow Friday and for laughs I changed my Slack name and profile pic to our CEO's. I then sarcastically slacked a couple of friendly interns their "performance feedback," and told them they should be more like [my actual name], a model employee, if they want a return offer. The interns found it hilarious (they knew it was me), but unfortunately, my senior manager saw my swapped profile in the 5 minutes it was up and reported it to HR. I was then terminated a few hours later since I "impersonated" a senior executive, which is against our code of conduct, even if done in jest. I'm 24 and went to a target school. This was a non-finance company. Fuck. 

Looking back, yeah this was an immature decision and definitely not worth it. Oh well...

I'm at a real crossroads now. I'm considering a couple of options at this point: either A) look for a new job in this tough market, or B) do something entrepreneurial. 

I know getting another W2 is the safer path, but I've wanted to go for option B for a while now. I actually started a business a month ago and worked on it part-time while I was still employed, and I now have a chance to go all in. It's adjacent to my previous job, and I have a fully working MVP. On the other hand, I have 0 revenue, no proven product-market fit (yet), and 5 months' worth of savings before I have to move back in with my parents. 

If I go with option B, I know there's going to be a long and hard path ahead of me, with 0 guarantees of success. If I fail, I'm afraid I'll have thrown my target education and career prospects out the window. I'd hate to move in with my parents with nothing to show for it. 

But deep down, I hate corporate life and badly want this to work out so I can be free and happy. Even if I made less than what I'd make as a W2, I'd rather do that than be beholden to a corporate boss and HR. Am I being foolishly egotistical, or should I go for it? 

Has anyone been in a position like this? What to do...