I was made redundant from my employed job, so what did I have to lose?
I do believe that is how 98.17% of the consultants became consultant.
I have gone back and forth, consulting for Tom, Dick and Harry, then a great place to work offered employment and I said yes. This has happened twice. The first place got bought out and became not so great, so back to consulting.

One of the advantages of getting employed through consulting is that you know you will like the place (if not why say yes - I have said no thanks).

Erik