Scared to start that business

I’m 21 and I’m honestly very scared about starting my own business for the first time. I come from an upper-middle-class family, and my father is also a businessman, so I do have a good financial and family backup. But I still feel scared and uncertain.
For those of you who started your own business at a young age, what was your experience like before you started? How are things going for you now? Looking back, do you feel it was worth taking the risk, and are you earning well after a few years?please help me by sharing your experience i am in high stress and depression now.