Yep, the be your own boss thing is pretty great. I should lie to you and tell you that that means that no one tells you what to do, but people (customers, suppliers, government workers) will still tell you what to do all the time (and on bad days, might even tell you where to go, too).
The good news is that when you own your own business, you don't have to do what they tell you (most of the time). You have choices and you get to make the decisions.