It's not good that you're tired of your industry because that's where you have a lot of specialist knowledge.

A new business will likely take a lot more time and will not be easier than a W-2 unless you have a great plan.

You haven't said much about yourself or what your goals for the business and your time are, the circumstances of you losing your job, etc. So not much to go on. Do you want to set up an ice cream cart, revolutionize your former industry, poach clients from your former employer, etc. Do you want to have a 10-person company or a 100-person company, what products and price points do you have in mind, etc.

It sounds like you are in a difficult place emotionally. It sounds like you are writing from a position of desperation rather than strength. Losing one's job is very hard for anyone it happens to. You have my sympathy. Good luck!