Making a gradual transition gives you time to think, plan and work on potential problems, which should help lessen your anxiety. Help is available. Fear of the unknown has stopped many would-be entrepreneurs. But help is available and much of it is free. The Small Business Administration , friends, Web sites, and business associates will be available to help you along the way.
Nothing beats preparation to quell the panicky feelings that can keep entrepreneurs awake at night.
Expect the unexpected. Unless you are blessed with unlimited monetary resources, starting a business means taking a financial risk. Although you may not be able to keep the tornados at bay, you can accept the reality that being in business brings risks, and rewards. That's the name of the game. Put fear to work.