I wanted to do the same a few years ago, but was nervous about throwing away all the security of salaried employment for the uncertainty of contracting work.
I ended up joining a software consulting firm and have been very happy with the decision. I receive a salary and full benefits, even when I’m “on the bench” (ie not actively working on a client project)
The pay is not as lucrative as if I was just doing this on my own, but I also have an enormous support team that goes and finds contracts and just deploys me to projects. It feels like a good transition to full time contract work, while I learn the ropes of this field.