Dharmesh Shah calls it, "taking the leap." Picture yourself sky-diving for the first time. If you don't do it, you'll never know what it's like. "It" is stepping out of being an employee -- yes, even an executive employee -- and starting your own business. It's really not as risky as sky-diving but, before the fact, it is just about as daunting to many people.
Shah writes about "wannabepreneurs", those people who want to but have trouble stepping out of the plane. He advises them to stop waiting.
His quote from Sydney Harris is to the point: "Regret for the things we did can be tempered by time; it is regret for the things we did not do that is inconsolable." I haven't found an entrepreneur who escaped from a corporate career who didn't regret having done it sooner.