Considering becoming an entrepreneur

I am considering becoming an entrepreneur. The reason I began looking for a job on Wall Street is because of the challenge it presents and the culture of intensity. I have a job offer that I like and I worked really hard for it. However, I can't help myself from thinking that I will regret going down the beaten path. The questions I have been thinking about are below:

What is it like to become an entrepreneur? Is it worth it? What industries lend well to new businesses? What industries do not lend well to new businesses?

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To start off, I was thinking about coding some simple workflow apps for Google workspace and other systems alike. By doing this, I could get some experience developing a finished product. From there, I would hope to be able to create other niche softwares that have a large total addressable market. In addition, I really like the Cyber Security/Insurance space and, with a bit of software engineering experience, I would consider starting a private risk solutions company.

 
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