I like the analogy. I'm in graduate school, but I've recently realized that I would much rather be an entrepreneur. I think a large part of the problem is that I'm in the slog-mode of graduate school where I've stopped learning, and I can feel myself becoming staid and boring, part of the furniture. To combat this I'm trying to take as many classes outside of my discipline as possible and am thinking about trying to start my own business. When you're 3+ years into a PhD and you realize that you aren't where you want to be, it's a tricky thing to either continue unhappily or write-off those 3 years with no safety net.
I look forward to hearing more as you take the leap, and I wish you the best.
Grad school can be like that, moreso if others outside of grad school appear to be moving faster. I'm near the end of my program and I know I've spent most of those 3 years battling my decision whenever I get inspired by someone else's work and want to start my own thing. The good thing though is you can turn that energy into planning your steps, and when you're done with your program you've got a more coherent concept of what you want to leap into.
I look forward to hearing more as you take the leap, and I wish you the best.