This is my take.
I want to be a software entrepreneur myself. I spend a lot of personal time working on little ideas, that for the most part don't pay off. That's fine because that is part of the journey; failures are only a bad thing if you don't learn from them.
There are some upsides to this:
- you learn a lots technically
- you [can] learn lots about networking
- you [can] learn lots about the business of software and entrepreneurship
Nothing gets wasted. Your technical skills can help you make the jump to contracting. Networking and business skills readily supplement your contracting and customer skills.
Along the way you can stumble upon a great idea or great networks. I subscribe to the trial and error approach which equates to experience.
So, after my long winded preamble, just dive in and get building software that you think someone will like. Keep your day job for now and leverage that to help you along the way. Read everything you can on the Internet before giving your money to a bookshop.
Check out the podcasts from Stanford Tech Ventures
Try ad revenue ideas, subscription models, paid-for software, porting software. Find some poor software out there and make it better. Find some expensive software out there and make it cheaper. Find an OS product and specialise in it and sell your skills/experience; you can easily build a company around this alone.