I want to offer a slightly contrarian view.

Unless you're born with a silver spoon in your mouth, the best (safest, surest) way to start your entrepreneurial journey is to work for someone else. The goal is to learn everything about the rules of the trade and expand your network—these two things you don't get from school—while being paid to do that.

On the side, do what PG says to keep your entrepreneurial spirit and avoid "comfort zone" i.e pursuing your career (which is actually fine, but we're talking about starting a business right).

Probably you won't end up building Google. But hey, maybe with this approach, you can give a silver spoon to your offspring.