In my opinion, it depends on a lot. I feel that while we are young (assuming you are young) we have a lot of energy and putting all that energy into your business and growing it can be of great benefit. But that isn't a free pass to just quit your job. I feel that before you quit your job you should ask your self these questions:
1) Do you have a solid business idea, that is worth quitting your job for?
2) Have you made enough reasonable plans ( i.e. research, designs e.t.c.) on the idea you are about to leave your work for?
3) Do you have reasonable funds or do you have a source of income to cater for your needs during the time you are pursuing your goal?
4) Do you really need to quit your job to build your stuff (for example the creators of WhatsApp were working at Yahoo while building the app)? But people are different, there isn't one path to success, and because they decided to work while working on WhatsApp doesn't mean you should do the same. but its something to consider.
Takeaway: it is always good to follow your dreams, there is no one way to success, but be smart about it, and learn from peoples mistakes and success.
Potato for the long post (for them 9gagers)