Yes, it does not take all that much courage to quit a miserable consulting or finance job. I should know! My advice to people in this situation, as I was myself

Yes, it does not take all that much courage to quit a miserable consulting or finance job. I should know! My advice to people in this situation, as I was myself ~6 years ago, is not to quit with the intention of "doing a startup". Just admit that you are quitting to go mess around for a couple years. Then try to enjoy that, and maybe something will come of it.