I have been self employed for 40 years, I see ups and downs in both worlds. On one hand worrying less daily about where the next client comes from in a job, or the fear of what to do if you get laid off.
The freedom of self employment is not easy... it is always working even when those with jobs have free time.
That said I would not change it for the world... I know how to dig for gold in many ways... not so when the comfort of a job steals that ability.
Keep reaching for independence, you and all can achieve it.