If you're striking off on your own, thousands forces outside of your control will conspire against you. You'll have to deal with politics, egos, deals falling throughs, markets shifting and crashing, competitors who do a variety of actions ranging from brilliant to insane to innovative to unethical... you'll deal with clients who are demanding or flaky, you'll see forces outside your control like breakups and divorces screwing up very good partnerships and employee/employer relationships...
...the list of things you'll have to deal with is legion. Quite frankly, in a way, you're somewhat insane for grabbing the reigns and trying to build the world of your own accord.
With many of the forces working against you, they're outside your control. But of the things inside your control, there's one that leads to winning and losing more than anything else, so remember --
Refuse to be outworked.
You might be outsmarted by people more brilliant than you, outmaneuvered by people more politically connected than you, out-executed by someone who cracks the nut faster than you, but if you refuse to be outworked you're almost guaranteed to be successful on some level and to live a meaningful life.