First off, I appreciate you taking the time to respond, thank you.
I do like the idea of having control over my own work, so I actually have given some serious thought about freelance work recently, in particular becoming a luthier. One of the subjects on my college course (the one I received my highest grade in, as it happens) was the set up of instruments and how they work, as technicians we would need to know how to set them up for a live band. In time I've found that I enjoy working on my own guitars, so it was always there in the back of my mind that I could go on to do that for a living. There would be some issues though. I have money saved up and set aside so I would have something to put towards starting a company and buying the right tools and equipment, and while worrying about paying rent wouldn't be that big of a problem as I'm still living at home... I'm still living at home, which means I'm relying on my parents to be accepting of me running this kind business out of their house, you're also looking at the space required, which our house lacks. I could look into renting a small industrial space, but that's more money going out. Also, as my savings are currently being set aside to help me move out, if I were to put some of it into my business, I would have to be prepared that it would be quite a long time before I managed to see that kind of money again, meaning it would be even longer before I manage to get my own place. Couple this with Perun's list and I'm starting to wonder if this is more hassle than it's worth. Although, as Brigs said, I could potentially stay in my current employment part time, just to keep some money coming in. I started off that way, so I don't see any reason why I wouldn't be able to go back, especially considering we have since taken on a couple more employees who would fill my place.
Going back to a previous point, the only reason I question whether I would need some sort of training or education in another area is because it's not just the company I want to leave, I don't want to stay in this line of work, but feel as though I lack much experience that could help me find something else.