Being your own boss. Do what you want when you want to do it. Improve your standard of living. Boredom with your present job. Having a product or service for which you feel there is a demand.
Some reasons are better than others, none are wrong.
Be aware, however, that there are tradeoffs. Try to be objective in the following self-analysis. Think about the physical, emotional, and financial strains you will encounter in starting a new business. Certain skills and experience are critical to the success of a business. Since it is unlikely that you possess all the skills and experience needed, you'll need to hire personnel to supply those you lack.