I think it can be a little of both. I know guys that were hustling to make a buck even in grade school. They would buy pop and candy at the store then sell it to the other kids at school - things like that. Now these guys are working regular day jobs yet they are still trying to find that one thing that will get them rolling in a business. While other guys who I would have never guessed would be self-employed are.
I think a big part of it simply having the mindset that you can do it, being passionate enough that you are willing to work hard and hating the idea of working for other people. I also think some of it is your personal situation. I know a guy who has a million ideas, but never follows through with them or when he does they start making some money, but he doesn't ever take that next step. The reason is he is married and has two kids that he has to support and he is afraid that he won't be able to support them if he strikes out on his own.
So the born part is not being afraid to shed the security of a regular paycheck, but the learned part is teaching yourself to be disciplined enough to work hard, follow through and get things done.
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