It's 4am and you're looking for some confirmation that your ideas about going on your own aren't impulsive, irrational and high risk: open up your web browser and have a look at My Shingle. The author is a sole practitioner who gives a solo's view of the world: confident and independent but willing to share and learn.
One of the original features of My Shingle was the Online Guide to Starting a Law Firm. Even though the regulatory bits are for US lawyers, sections like Do You Have the Head and Heart to Hang Out? and Plan for Big Success will give you plenty to think about.
And then if the F Word is still worrying you, read Curt Rosengren's article on fear in Worthwhile magazine:
Fear is a dream killer. It’s the biggest and most common obstacle I see in my work helping people create passion-filled careers. Fear paralyzes, and it magnifies failures. Worst of all, it brings an acceptance of the status quo, however unpalatable that might be.