I've been mostly self-employed for over twenty years. Last year I learned even more about building my own business and thought I'd share some tips.
1. Keep a regular work schedule. Even though I don't sit at my desk from 9-5, I always put in at least 40 hours of work at my computer a week, plus more on weekends.
2. Schedule in exercise and fun. Sometimes it's hard to find the balance between work and play when no one is holding you accountable. It's as important to make time for your physical and mental health as to put in the work hours.
3. Support and rely on your friends. Without a network of colleagues you'll need to develop other circles. Be sure to promote your friends' work and lean on them professionally and personally when you need them.
4. Use social media wisely. It's easy to get sucked in to the endless posts, especially when part of your job is networking online. Try to limit this part of your work and keep your posts and comments focused on work related topics during work hours.
5. Develop relationships with other self-employed individuals and use their resources. I've been finding wonderful (and reasonably priced) graphic artists, editors, designers and tech people to help with my new media company.
6. Consider barter. It's a great way to expand and not break the bank.
7. Get a good accountant and write everything off! Filing taxes as a self-employed individual can be complicated. Make sure you are writing off everything that is relevant and getting help from a professional.
8. Learn to wear a lot of different hats. As much as it's important to rely on others, you will also have to learn as much as possible about all aspects of your field. Take extension courses, read books, go to conventions, ask questions!
9. If you have to get a part time job to supplement your income, go for it! I have. But try not give up on your dream. It can be challenging to do so many things yourself. But remember, you're not alone! And magical things can happen when you dig deep and find resources you didn't know you had.