As you do your job, and do it well, gather everything shiny and useful and bring it back to your nest -- like a magpie. I'm not talking about stealing office supplies. I'm talking about gathering skills, learning how an industry works, and figuring out what kind of team you'll need around you when the time comes to go out on your own.
My kids' current favorite show is Shark Tank, where budding entrepreneurs pitch ideas to a team of corporate tycoons who double as potential investors. While listening to concepts for, among other things, collapsible kayaks and colored fur spray for dogs, my daughters vigorously interrogate the television.