Before leaving your job to start any new business, give some serious consideration to the benefits usually supplied by an employer. You will be the employer now, so it will be up to you to take care of these.
Consider your options carefully. As an example, there are many health plans out there but you may decide it is less expensive or more desirable to extend the plan you already have with your employer. The law that gives you the right to do this is known as COBRA. Check out this Department of Labor page to see if you meet the selection criteria.
Many people often try to save money by eliminating their coverage completely with the hope they will not need it. This may work for some, but if you have a family it is not advisable. For every person not covered, the odds of needing coverage go up. And remember, it might only take one serious injury or illness to wipeout your savings.
You can avoid this predicament if you are married with a working spouse. The smart solution here would be to have one of you concentrate on starting the business while the other provides benefits and an income. One key to successfully starting a business is to eliminate as much risk as you possibly can.