Many people are tempted by the prospect of starting their own company. Entrepreneurship brings the opportunity to be your own boss, solve your own problems and create your own rules. Entrepreneurship can also be a very lucrative career choice — just look at companies like WeWork, Instagram and Slack, which all started as side hustles. On the flip side, however, pursuing entrepreneurship can be one of the most challenging and risky decisions you can make, especially if you already have a stable corporate job.