​Everyone says not to rely on a paycheck

I constantly hear you should not rely on a paycheck to get rich/be able to retire.

I understand what they are saying but coming up with a business idea while you are working 9-5 especially when most businesses fail is not the easiest thing in the world.

I have a decent paying job but still want to have a business on the side.

How did you all go about starting a successful business and coming up with the ideas without going broke by spending all of money on the business?