Still, hundreds around the world start business every day, and most enjoy the experience.
"There are lots of own business,"says Denise Williams, the owner of a women's clothing store.
"You can decide exactly how to do your work, how much money you want to make, and who will work for you."
Williams borrowed by money from family members to get her business started.
She began a 30 making and selling T-shirts in her apartment, and she has just opened a new, larger store.