People often think entrepreneurship is a one-idea, one-shot game: you have a great idea and you pursue it until it makes you rich or makes you run back home. That's a shame because it keeps people from exploring entrepreneurship as a career. It's like thinking the only career in music is to be frontman in a rock band. In truth, most entrepreneurs take part in multiple startups before launching their own, and they play many different roles besides the star.
If your career moves like that, in good company. The folks at Funders and Founders put together a nice info graphic that shows the career paths of some of the entrepreneur-cum-billionaires. The graphic is trying so show how many ideas are out there to pursue, but the other lesson is that entrepreneurship is a career that spans multiple ventures. Granted this pic focuses on the rock stars, but a lot of other people were involved in each of the companies on this list — often moving as a team.
Contrast this with the alternative — pursuing an entry-level job in some company recruiting out of university career fairs. Get hired, along with several hundred peers. Get trained in the highly specialized skills that are how that particular company does its particular thing. Spend a few years working there before going back to get your MBA. Try to parlay your new found managerial talent and highly specialized skills into a higher-paid job in a nicer company in a nicer city. All the while watching as your industry get overturned by young startups and your peers, or maybe you, get laid off. Now discover that nobody's very keen on those highly specialized skills you've honed over years as a corporate drone.