I started by going from full time employment to part time employment / part time freelance. When I had too much to do with the freelance job plus a few clients ready for new projects, I quit my job and went full time freelance. That’s the safest way if you don’t wanna risk your savings.
So far it’s working out quite well. I got a steady stream of work from about 10 clients and some odd projects without follow-up work every now and then.
It can be stressful sometimes but once you manage to be more selective with projects, it’s all right.