My advice would be, don't jump in cold as a total beginner with no industry experience and try to support yourself full time with your own business. I have only second degree knowledge about the mobile market, but from what I gather it is extremely cut throat and a bit of a lottery until you make it.
Plus, if you want to run a one person business, you will need to do it all. Accounting, Marketing, Sales, Development, Testing, Customer Support, etc.
This takes time, especially when you have no prior experience. You will make mistakes. These mistakes will cost you money. This is how you will learn.
I don't think it necessarily matters if you gain the experience on your own or in an organization, but I think it matters that you don't put your livelihood on the line.
You say that you struggle with anxiety and depression. I can tell you from experience, running your own business is very taxing on your nerves. It is extremely difficult to take a break, it is likely that you will think about it constantly. I did that, I started a business and on top, I tried to support my family of four with it. I failed, I burned out. I didn't have the resources to make up for the months where business was slow. After a year I closed and am now happily employed. But that is me. At the same time, I can tell you, that there are few things as rewarding as celebrating successes in your own business. It's awesome.
As just a random person on the internet, I can only offer you my perspective on this. In the end, you will need to figure it out on your own.
My advice to you would be this: If you have a stable job, that supports your live style and at the same time leaves enough room to work on an app, keep the job and develop that app on the side. Gain experience. If you fail, great, learn from it. If you succeed, awesome, you earned it. But for your mental health, stay safe until you are good enough, successful enough to leave your job. That's when you take the plunge.
You are 29, there is no need to rush.
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