“Don’t think of starting a company as a risk. There’s no risk. You’re a talented developer, you’re insanely employable, you can find work any time you’d like. Even if your startup fails miserably, you’ll learn a ton, it’ll be a great experience and you’ll be better for it. Think of it as an investment in you, not a risk.”
“The only question is whether you want to invest in yourself or not. The truth is, you’ll lose money at the outset. You can’t pay yourself as much as you make in a regular job and you’ll have to be comfortable watching your savings dwindle.”
Saying there is no risk seems a little overstated, but I do believe there is less risk in an entrepreneurial career than in a corporate career. This isn't to say that an entrepreneurial "job" (i.e. a specific startup) isn't risky. It is. The career, however, is not.