Im not self employed as 3d artist but have been self employed my entire adult working carreer. One of the hardest parts of self employment is finding the work on your own. The other hardest part when you need employees - finding good help regardless of what you pay them. My advice would be make sure you can carry your bills for a year while starting out, otherwise your head will not be in the game and the stress will kill you. You need to be 110% committed and focused - cause it just yourself you can count on and no one gives a damn if you fail or succeed. Failure is part of self employment IMO...all depends how you handle it. Failure has been one my greatest teachers...learned way more from mistakes than success. Key is dont let them kill you..learn and move on and just keep on going foreward.

Lot of benifits being self employed and doing something you love..besides the money, but the money is very nice and a motivating factor.
If your like me and have that damn entrepenual bone ( or curse) yyou wont sit on your deathbed saying to yourself " I am so glad i never started my own company"

Good luck with it