Me .... I used to be in banking, an operations officer. But I stopped on the way, by being a real estate agent for a decade ... but that, essentially is freelancing too, since you must find your own clients, set your own hours, do your own tax withholding and struggle with ups and downs of the market while competing with all the other agents in town. Then I went into fashion styling.
What I did learn is that my business background was very helpful ... because I already knew how to handle a set of books, do paperwork, document things and how to market myself (thanks to the real estate). The business part of it is a huge part of being sucessfull. The hardest part is actually getting out there and doing all the marketing ... you have to have a drive and cannot ever let up ...it's unending. You will eventually start to build a clientelle and a reputation, but you still must call people, send out marketing materieals and network forever. Without that, no amount of talent will be enough to succeed in a competitive feild.
You probably will have to find additional sources of income for a few years ... part time jobs that have scheduling flexibility ... so you can do gigs when you get them. Temp jobs are ideal ... or bartending or food service are also great flexible ways to make a living while you are a starving artist.