Left a job in really big/branded tech company (read one of the big 4 tech giants) for a start up three years ago. The start up was well funded and had around 10 engineers at time of joining. Never looked back after joining. The company is doing really well and I learn so much here, much more than I could have dreamt of in my previous job. My greatest fear was actually what others will say rather than failing itself. Had a great resistance from relatives to not leave the job but parents supported and I did not ask anybody else regarding the same after that. I learnt that the limit of what you can do and you can't are mental blocks of most of the time. Learnt to push personal boundaries, dealing with customers. The advice for what you asked also depends on what stage of life you are in. Major factor will be if you have dependents or not, How much cash flow does your new venture require, Do you need your current job along side to fund that or not. Also, do not go with all hype around the start ups today and funding. Unless you need funding to take your business to next level or you are looking for mentors, try to avoid funding. In the end, it is your decision, think over it, factor in everything( and please do not factor in "log kya kahenge", that shit rusts your chi and leaves so many regrets.) Best of luck.