From what I've seen, the entrepreneur spirit either lives in you or it doesn't. If it does, you'll feel the pull to strike out on your own regardless of your background, skill set, or anything else. Sounds like you've got it.
I would suggest you start reading some books about starting and owning a small business. Just let the idea begin to ferment in your mind that you are going to start a business. It will grow and mature over time. Don't feel like you need to know all the details yet! Be open to the idea and you will start seeing opportunities all around you. Just observe them for a while, take your time before you jump in. You may end up doing something related to your current job, or you may end up doing something totally different!
Strongly consider starting small, as a side gig, while you're still working your day job.
I would encourage you to visit your local Small Business Development Center. They're in most every city, and have classes and resources that will provide you with incredible value for the dollar investment.
Don't be worried over whether your first business idea or even your first business venture will be the "right" one. Most entrepreneurs start a few small businesses before they end up settled. Consider it part of the learning curve. You won't necessarily lose money on these test ventures, although you might lose some. Mostly you'll just be feeling the waters, learning your strengths and weaknesses, and discovering your passions. It will be an exciting journey!