Let's say you have a goal in life, but you don't know what steps will be required to get there. The only step you are sure you can accomplish is the very first one. Maybe that first step involves quitting your job, or moving, or doing something else that is hard to reverse.
Do you take the first step and hope you can figure out the rest later? Or do you try to figure out all of the steps, at least in a general way, before you take the first step?
Every situation is different, so generalizing is risky. I'm a big proponent of keeping your day job while you try to get something else going on the side. But when the risk of taking the first step is relatively small, I say take it and then figure out how to do the next step later.
In my experience, you rarely see the second step clearly until you take the first. Taking the first step causes knowledge to come to you. For example, prior to launching Dilbert I didn't know how to be a professional cartoonist, but I did know how to submit my samples for syndication, having read a book that described that process. It was as simple as sending copies of my comics to a half-dozen addresses. Once United Media became interested in my work, they essentially taught me the rest of the steps required. The rest of my job I learned by trial and error and observation.
How about you? Do you take the first step if you don't know where the second will be?