Start Something
The most difficult part of starting a company is getting started. Most “entrepreneurs” are all talk and no action. How do you get started? Read a few good books, like The Art of the Start by Guy Kawasaki. Research like hell. Get your friends and family to believe in your vision.
Most importantly, just create something useful and start selling it. It doesn’t have to be perfect as long as customers are willing to pay for it. Perfection can come later, once you have more resources. For now, focus on creating something that is sufficiently better than the alternatives for people to be willing to pay for it.
If people start buying, then quit your day job, and put everything behind your vision. As they say, “nothing ventured, nothing gained.” Entrepreneurship is about action, not pondering.