It's a long story. Perhaps it's interesting for some. Wall of text incoming!
I started my own IT-consultancy firm when I was ~18 years old. Having dropped out of high-school due to boredom the previous year, I figured that I had to build something. I had been programming since I was ~14, mostly self-taught, and I knew a tiny bit about most things computer related. Let's jump back a few years, and my life at 18 will make more sense.
In terms of programming I started out with assembly for a processor architecture I don't even remember the name of. Internet access was something you only heard rumors of, so it was by chance I stumbled over this huge PDF about programming. I can't remember where I got it, but I suspect it was on a LAN party. The kind you have in your parents' garage.
Regardless, it thought me how to do binary arithmetic. I was fascinated, and wondered why we weren't taught these things at school. It was much more fun than the boring stuff we kept repeating over and over in maths. I stuck with it for a while, learning about opcodes, macros, and other things I can't remember the names of. Then I discovered C. I convinced the local library to order a few books on the topic. I still remember them arriving, smelling like good, old, books should. Remembering back, I recall one of them were "The C Programming Language". I had no idea it was a classic at the time. I loved the book, made some more software, and then I discovered Python... Things went on from there. I picked up Perl, C++, Java, and a few others I can't remember. I didn't build huge things. Just small stuff. Exploring how things worked. I had no formal education. There weren't any computer or computing courses at my school. I really loved computers though. And programming. It just felt right to me.
Jumping back to my time being 18 and in high-school, the boredom I felt probably makes more sense. I wanted to build stuff. Computers or software. Or a business. Why not, right? So I started my own firm. This was back when 56k modems were still the rage. Nobody knew anything about computer security. So I made that my thing. I went out to firms and told them about my skills. Some of them had things they needed fixed that nobody could help them with. Their business was usually too small to justify having their own 'IT-guy', and certainly too small for the big consultancy firms. Entering small businesses, whipping up Ethereal (the name of Wireshark at the time), showing them their company's email passwords scrolling down my laptop screen usually netted me some work. (Disclaimer: This is, in retrospect, probably not a good way to get work. Unless you want to make license plates.) After a while I got offers to extend custom made software. The original developers were long gone, but luckily my clients had the source code. (Are you the owner of a small firm? Custom, closed source, software is a very, very bad idea. Trust me. I've seen it topple otherwise solid firms.)
Eventually, the IT-bubble burst, and with it, the big consultancy firms in the town I lived. That meant more competition, usually from people that had loads more experience and contacts than me. So I started high-school again, bent on becoming an engineer.
I landed on a path of full science specialization (science oriented maths, physics, chemistry, and biology. And an extra course on differential equations for good measure). It went fine. When it came to the point of deciding where to study for my University degree I felt uncertainty creeping in. During my stint as an entrepreneur I became interested in organizations--how they are born, how they grow, how their culture and development is shaped by founders. I landed on taking a year of business studies--just to clear my head. I knew that some skills in accounting and tax law would be helpful for my own firm (which was still ongoing during my studies).
The business studies weren't at all like I expected. Where I live it's a very broad field of study. Very academic like compared to business studies in the US. We had courses on statistics (which I have come to understand was quite hefty even when compared to similar courses taught to engineers in my country), maths, psychology, micro and macro economics, accounting, philosophy, marketing and law. I'm sure I'm forgetting some courses. Soon after I enrolled there was another burst in the bubble-economy, making for interesting discussions and deep insights from teachers and visiting practitioners alike. The most interesting insights came through my own reading of finance news papers, government reports, announcements by companies, and watching ridiculous stock analysts and business news on TV. I could see patterns emerging: Fear in markets, bounds and rebounds, irrational behavior, influential industries forcing policy changes, and so on. My view that the world was driven by money, through people's bounded rationality, was reinforced.
During that time I found myself programming models based on the things we learned in class. Poking them in unusual ways led to interesting results. Sometimes it broke boundary conditions when it shouldn't. Discussing my findings with my Professors revealed that there existed theory extensions encompassing such extreme cases. I started to get the idea that my programming skills could be combined with proper research down the road. I continued with my studies, acquired a masters degree, doing software development on the side. Some of it was for a private research institute that wanted to do interesting things with huge piles of data (calling it 'Big data' wouldn't be fair, it really wasn't). That was really fun. When a PhD position was announced when I was finishing up my master thesis I thought, "What the heck. Why not?", and applied. I got the position, and here I am, doing research on team dynamics in high stress environments. Like in entrepreneurial teams. Funny how things come around.
I'm not a genius programmer by any means. I just find it really fun and intellectually stimulating. I don't think I could ever work in a Java shop churning out AbstractSingletonProxyFactoryBeans all day, but I won't ever stop working with code. To me it's a way of expressing my ideas while enabling me to do things others in my field can only dream of (or hire an engineering or comp.sci. graduate to do it for them). Thinking about a problem for several days, suddenly realizing that you can glean insights from a hitherto closed phenomenon is a really empowering processes for a curious person. And it's just plain cool tinkering with models such as these 1|2, thinking of ways to improve them. (I'm not one of the authors. They are all way above my pay-grade, I'm sure.)
So... That's my story so far.
tl;dr: Started my own firm after dropping out from high-school, ended up back in high-school, took a rest year studying business in order to expand my entrepreneurial skills, ended up staying for the sweet, sweet satisfaction of solving problems others haven't.