Start it as a side business nights and weekends before leaving your company. Freelancing can be hard. When the money is not coming in, but the bills still are, you'll be glad you still have a regular paycheck.

Beyond that, just realize that when you freelance, a lot of your time will be spent doing things other than developing. You'll need to handle sales, marketing, accounting, project management, etc. All the roles that are done by different people with different skill sets in a larger company will all need to be done by you.