I work for a start-up, and I've worked for a number of them over the years. While it's been some of the best and most fulfilling work I've done, there are several things you need to consider.
1) Real start-ups (as opposed to ordinary new businesses) are a strange kind of betting game. They are long-shots that pay off extremely well if they hit, such that investors can afford to fund a hundred of them to get five that survive and one that hits big. This is a very different economic landscape from the one that your average job exists in, and many of your hard won beliefs about how a business works will be *wrong*.
2) The pay-off is pretty much all at the end, when you (maybe) hit big, or (maybe) get bought in a tech-and-talent acquisition, or (probably) get another higher paying job on the back of all the experience you've acquired. Terms like "ramen profitable" and "remaining runway" should give you a feel for the high-risk, high-stress, and questionable reward landscape that you're entering. This isn't easy, and it's hardest at the beginning, before you get customers and traction. It's also difficult on folks with family: the combination of low money, high stress, and long hours can be hard on life outside of work.
3) Remember what I said about "long-shot bets"? Your venture is probably going to fail, or everyone would already be doing something like it. Have a parachute handy, and a backup chute.
4) You will be doing work you weren't prepared for. No matter how large your comfort zone is, a good start-up will try to push you outside of it. You will agree to (or be tricked into) things you find you cannot do well, and so will everyone else around you. Getting good at handling failure (yours and others) is the only way you'll survive in the job long enough to see that pay-out.
5) There is kool-aid, and you have to drink at least a little. Take small sips, and above all, learn how to make the mix more palatable. Yes, this will mean dealing with (at times) people who are more or less completely irrational. You're doing something good for the world, and sometimes that means getting your hands dirty.
Further reading: Paul Graham, founder of Y-Combinator has lots of well-written ideas about (among other things) start-ups. There are undoubtedly others, but none leap to mind quite so readily.
(That all said: I'm a start-up addict. I will probably be working them, in some form or another, until I die. So if your start-up needs heavy back-end IT resource, I might be able to help you get tooled up . . . and if you want to work in an existing start-up with -- warning: kool-aid -- some of the hottest Big Data tools out there, let me know, because we're hiring.)