It’s a good idea, but you might not need it! (Depending on personal circumstances obviously)
When I set up some 15 years ago, I had a part-time job with my old company because whilst the business ran full-time, being single my cashflow wasn’t predictable enough to pay for that staff cover and my personal expenses. It all turned out brilliantly and I left about a year or so later (but my boss managed to replace me with a full-time member of staff so he was happy!) and actually they continued to use me as a VA for ad hoc things.
Amusingly, I am NOT a morning person, and despite knowing that I don’t function till the third cuppa or so sometime around 10ish, my boss let me work mornings… but it did mean I was up and out in the morning and the whole afternoon got spent on my business. I liked the structure that it gave.
There’s pros and cons - it’s hard work doing both jobs, and invariably one will always gazump the other. It was frustrating to not be able to fully commit to one or the other - my full-time job did just get stuffed into part-time (which didn’t particularly bother me, but it might bother some people).