Following a bout of illness I had to find work from home, so what I do now is a real combination of lots of things: some audio transcription/a tiny bit of virtual assistant work; some translating; some library/information work (I'm a qualified librarian); some writing (some jobs better paid than others); and working to get our little local craft business off the ground after a couple of false starts. But it has taken over a year to get to the stage where my income is reasonable, and it's still half what I was earning in my profession.
Other things I'll be obtaining qualifications in the near future include my formal translating qualifications; editing; and possibly editing and indexing. I've also considered UX and teaching English from home (I'm also a trained languages teacher) and may well go back to them if I have to. When I worked full-time I also did a little bit of writing from home and I worked for one of the text answering companies (now defunct thanks to Smartphones and some truly stupid decisions the company made). I graduated into a recession; I've never felt comfortable only having one string to the bow.
Amongst my immediate family and friends I know people who are self-employed as: graphic artists; plumbers; electricians; journalists/features writers; book-keepers; technical writers, painters; craftspeople; doggy day care and training; aromatherapy massage therapists. Just for starters. It doesn't happen overnight though, it takes a long time to get established. Some earn a really great living, others a reasonable one. For some of us it's feast or famine, too much work, or not enough. And while I'm now considering trying to go back into the workplace part-time in the next year or so, I don't think I could ever cope with the petty politics and utter nonsense of it on a full time basis ever again.
And some of the things I've mentioned I loathe (I'll never be a fan of audio transcription especially when the pay is so low compared to what they charge the end user and I always have to chase this particular company for invoices - will be looking for another company very shortly), but others I really love (some of the subjects I write about).
If you're really serious, sit down, work out what your top 5 to 10 skills are, and work out what you need to do to turn them into a business. Talk to others who've done similar things; network generally; contact your local chamber of commerce or other business network; draw up a business plan, just to keep you on track, and look into any start up funding you might be entitled to.