I think the world of entrepreneurship has some parallels to the world of acting - a small proportion of those who choose this route become stars, the vast majority do not. There's some corellation with talent, but it's loose, not deterministic... many talented entrepreneurs don't make it, let alone make it big. Attribution error and survivor bias means the popular perception of entrepreneurs and entrepreneurship are hopelessly skewed.
So you shouldn't become an entrepreneur (or an actor) just (or even mostly) for the money and you need to recognise the possibiilty that it won't work out, despite your best efforts. Real courage is when you understand the risk, feel the fear and do it anyway.
Randy Komisar wrote a great book some years ago that explored these issues