I am starting one but not quitting. If I were to quite, my wife and I would be homeless in a few months. We both rely on my income and since my business is not earning anything, it would be foolish to quit.
Quitting your job without having anything that you're doing is a very bad decision because no one is going to provide for you and your family whenever you have responsibilities to take care of. This is why you have to keep on working as long as you don't have any business.