The answer lies in finding a strong answer to the question as to why you are afraid of leaving your job. It may be financial, lack of confidence, family pressure etc. If you have too many such issues, it is better to continue staying with your job for now. While continuing with your job you can spend your evenings and weekends trying to validate your idea and make some progress. After you have validated the idea, you can look at jumping into the entrepreneurial route if you have conviction in yourself and had the strong passion to pursue your idea. Do not jump into the entrepreneurial route without clear thinking, not only about the solution but also about your own life in terms of how you will survive the initial uncertain period of the startup.