Jumping straight into being and independant developer is a bad idea - you need a reliable user base first, you need a decent sized project first. A lot of the indi developers who are doing well, are ex-industry, even Notch(Minecraft), and 2D Boy(World-of-Goo). That's not to say you have to be a professional to succeed, but you need a professional attitude, you need to treat anything that makes you money as a job, as soon as you start earning it stops being a hobby, it has to.
If you have a job, and develop in your spare time, then obviously there's much less pressure - so start out part time, and only go full time if you can really afford it, like if you can make more money with your 'hobby' than with your job, then it's time to swap. I'm jealous of full time developers, but at the same time I think I'd go stir crazy.
Health, Ammo, and bacon and eggs!
