Nomad, I read your post and all these replies...

My opinion in a nut shell would be to take note of all the points here because they're good advice. Then just do it. See if you can make a go of it.

Now for my explanation of why i think so...

As you stated, your in a position where you have no dependents, and you have some money to fall back on. This does not make up for your pure lack of experience. However, if you think of this as being an 'entry level' position... meaning you'll probably make just enough money to live and you'll have to put in extra hours to get ahead, then you may do just fine. No matter what our career path, most people start out in entry level positions. You'll gain experience so long as you're willing to put in hard hours and learn.

I don't disagree with the points made against going pro, it just seems that if you have the means and the desire, then why not try it out. Making any 'career change' can be risky. If you're going to do it, now seems to be the time.