Unless you have a a really bad job, or a really big bank account, you might want to consider doing production work part-time as you build a client base.
You can still follow all of the sound business practices that you need as a part-timer. When you get to the point that your production work is making you more money than your job, then would be a good time to go full-time.
FWIW, this isn’t to dissuade you from starting a production company. The tone of your question suggests that you might need to do some further planning first.
There will be a ton of work to do that’s not production related, that also doesn’t bring in money (such as building your business infrastructure). Spend time planning your business, and have a better idea of your sources of work. Implement your plans in small steps while you still have an income, without the added pressure of no income. Find people who need your skills and subcontract, especially if the web is your main venue.
There are plenty of resources available, and your best opportunity for success will be if you don’t simply “wing it” and dive in with no plan.
K. Wood