Ask HN: Who has started a business because they couldn't get hired for work?
Be careful with your thinking here.  If it really is bad soft skills that is keeping you from getting/holding a job, then you'll have a tough go at your own business.  Running a business requires a lot more soft skills than getting a job, because you live and die by your sales, no matter how good your product is.So just make sure that you have at least an idea of how you will get some sales that involve minimal interaction with other people.