The point is, if you want to be an entrepreneur, be prepared to go boldly into uncharted territory, without the guidance, perhaps even despite the guidance, of others. You will find yourself in places you have no business being and you will make it your business to be there. You'll learn the local customs and maybe even change them. Some people will help you out, others will screw you over, but ultimately you'll be riding on your wits, ambition and luck.
It's an excellent metaphor.