This is the same thing I did. I started a busines while I was working for someone else. My suggestion is that you start small. You've got a steady source of income and minimal expenses at your age- which is good. My biggest difficulty at 20 was that I wasn't very focused, I got easily distracted by girls, bars, partying, etc. hopefully you're more level headed and focused than me. Anyway back to your question, as you run your business you learn important things, that you never consider until you run a business. How to deal with customers, launch new products, build brand / product recognition, advertising, marketings, sales. You just learn loads of stuff and since you're working you can afford to make some mistakes along the way. Just stay focused. The biggest stress is when you leave your work and your business becomes you only income. That can be stressfull for two reason, 1 you don't have the income of the job and business and 2 you only have the income of the business. So, if the business sales drop or change you may be in for a rough ride. I know I'm rabbling so enough.
Good luck with you new business.