Same boat here.
I would suggest using your network and consider a path of least resistance such as building a side-business while working that either solves niche enterprise problems or makes enterprise capabilities more manageable for small businesses.
Starting a business is really easy. The bullshit that every business needs to do isn't particularly magical or mysterious. Don't get too invested in the bureaucratization process, but also be sure to implement what needs to happen just in time.
Find cofounders from your friends and coworkers, and go to startup events. Find people who you respect and who respect you, have integrity, and are the most fun. It's important to find people who don't turn into arrogant SOBs or raging sociopaths when large sums of money become involved. Honesty, awareness, navigating/prioritizing ambiguity, and conflict resolution skills are damn important.
Avoid external funding if at all possible unless it unblocks time-to-market that would otherwise miss market time or grow too slowly to survive. (Growing slower is often easier and more sustainable!)
Have sensible cost controls that are pennywise and poundwise.
If not changing the world or building a startup per se, focus on building a business that something people want. ;@] Expect it to take 20x longer, 50x more effort, and 4x more money than you think.