Guess a lot of entrepreneurs feel the same way. Not saying, that everyone who starts a small business is a genius, but I think most people who do, feel uncomfortable in "normal" society. Otherwise why would they risk it all, while eating cheap food and working a lot more than at a 9 to 5?
I read the biography of van Gogh. He was in constant mental pain (based on his letters to his brother) and did not fit in anywhere. He tried learning math (if I remember correctly) 18 hours a day, also tried being a dedicated pastor, etc. He just did not fit in anywhere, until he started painting and drawing. Of course, he didn't fit in the mainstream painting trends either, but I don't think that matters, because the mental discomfort would not have stopped even if he got rich or famous.
Also Dali has wrote a diary, which I heard about before. I will definitely pick it up at the library and read it.