If you choose employment, you will bear less pressure and be relatively stable. You will concentrate on learning a major and take root in an industry. After working for a few years, you will also be a senior talent in the industry.
If you choose to start a business, you need to have strong personal characteristics, ability and leadership, as well as related capital investment, office leasing, employee recruitment and other things to prepare, so there may be greater pressure and requirements.
So starting a business or getting a job depends on your ability and ambition. Courage is the best.