As someone who had the same mentality and made the same jump a year ago I would definitely caution you to put as much thought and effort into your independent venture before completely leaving your current job. On the surface it doesn't seem like there would be much difference. Great you can go into your clients homes to train them. But what happens when they move on. There are so many facets to running a successful business that get overlooked.
Before leaving the gym I would recommend reading a few different books to get you in the mindset of a business owner. Michael Gerber has a series of books called the E-Myth. I would recommend reading "The E-Myth Revisited" and "The E-Myth Mastery" before even thinking about starting your own company. They both go into the difficulties people have starting there own small business. Studies show that only 5% of businesses survive the first five years with only 5% of that group surviving the next five years. The odds are definitely against the small business owner so be as prepared as possible before making the big jump.
I could go on and on about what to do and what not to do. But instead of taking up lots of space on the forum feel free to email me with further questions. I hope this helps.
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