I really like this interview between Courtland Allen and Daniel Vassallo. They discuss the benefits of working for yourself.
It's all about control of your lifestlye, the freedom to choose what you work on, and the benefits of working on a lot of different things at once.
It's a big risk to leave full-time employment. One way to help manage that risk is to do many small experiments and develop a variety of different sources of income in order to smooth out the sharp edges of working for yourself.
Since leaving full-time employment, I've been able to diversify my skillset through the freelancing gigs I take on. I can now animate my websites, manage online shopfronts, write WordPress themes, choose the best images and formats to optimize the user experience, and much more!
Working for myself, I also have a lot more energy to focus on areas I want to deliberately improve. I upped my CSS skills big-time with Josh Comeau's course, I've learnt all about the WordPress ecosystem, and now I'm focusing on learning about 3d programming and how I can apply that to my existing skills.
One of the big takeaways for me from this talk was that every person has a number of things that they know very well and would be worthwhile (and perhaps even profitable) to share with others.