Many people don't believe they can actually achieve it, so they don't start. It's not the lack of knowledge or opportunity that prevents anyone from achieving their goals, it's mostly self-delusion.
There is self-delusion in the actual work they are willing to put in.
But there is also self-delusion in what they can actually achieve. This is interesting because everything has already been done before. Whether that's starting a business, or writing a novel, or being on broadway, one thing is for certain -- someone had done it. If they can do it, why can't you do it?
So a key to this is having the vision to know what you want then seeking out the people who've already done it. Learn from them, copy them, steal from them, reach out to them.
The playbook is already there. You just need to follow it.