This actually depends on the country you are living in. Yeah, in some third-world countries, it's really difficult to get employment after graduating from the university, but things are not the same everywhere around the world. Some people are still living in a country where getting a job after graduation is not so difficult unless the person is actually seeking a particular job that is not yet available at that moment, but if it's still a job they can get to make a living, then it's possible. In those countries where getting a job is becoming difficult, a sound mind, like you said (OP), and a clever talent are what they need to surface the unemployment issues and still make a living off their talent.
I have some friends whom I graduated with some years ago; some are still waiting for good employment, while others are business owners now. One of my best friends has a very large telecommunications house where all kinds of accessories, gadgets, laptops, phones, and tablets are sold. That's actually being a boss of his own and not just wasting precious time waiting on the government.
A lot of people, even if graduated or have very high educational degrees, don't prefer employment over self-employment because employment is slavery in the real sense, you are a worker who is ordered to do certain tasks and then get paid based on that, while when you are self-employed, you are free from that, you are your own boss, and you will have other people working under you which is great because you don't have to listen to anyone and do whatever you want.
Employment is the last option for someone who needs a source of income to take care of their and their family's needs because if you allow someone to choose between running their own business or getting a good job, they will most probably choose running or starting their own business because that's way better than being an employ.