I started out at 17 with a retail store which quickly grew into distribution and manufacturing of action sports products. this upset many people in the national (i'm in europe) industry and i was cut off from all my suppliers. we did some groundbreaking stuff in and around that area but a bad choice of VC and co-wnership (rings a bell on HN?) stopped that expansion. i ended up with lots of debt within two years while trying to get by with graymarket imports and alternative product.
by that time i had missed out and sacrificed on many things regular people enjoy in their 18-24's. knowing that my business would by fine without the (probably illegal) interference of my competition i fought on.
i grew up with the photoshops and illustrators, wrote BASIC and Pascal in kindergarden, and laughed at the first web bubble. so i went to work in the IT industry (and ending up on HN). this all barely allows me to pay off my debts, get by with life and carry the extra cost of maintaining my "old" business.
my "new" portofolio and overall cv gave me a solid perspective going forwards and it works well as a financial insurance (i can always go in fulltime and pay off debt quickly). so i keep taking risks and do it for the overall story of it.
i have probably thrown away a a six figure sum over that time, but i'm happy i did it and thankful for all the experience and perspective it gave me at a very young age. it pays off everyday by now in work, life and yes, relationships. but it cost me 10-15 years of my life. no holidays, no relationships for a long period, many business and personal conflicts, eviction notices, reposessions, lawsuits, reduced social interactions, etc. stuff you wont risk taking if you had an initial choice.
by now i live two extremeley different lives at once so some of the bad stuff can mix up. at the bottom line you truly got to love what you are doing to stick through it. as cheesy as that.