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Some people are ambitious but don't have entrepreneurial mind. Some other - are entrepreneurs, with an idea of service/product but they are not "ambitious" in the way we understand it career-wise.
The first ones will do their best while working for someone, who will recognize their skills and let them grow. The others - will just feel bad not being on their own.
Some questions to answer:
Do you know what you want to do?
Do you have resources to do it?
Do you have emergency plan/resources just in case...?
Do you want to be your own boss?
Are you ready to work//7? (yes, your brain will think about your business even at night)
It's not the question of ambition, but a question of preference. Do you WANT to work in a corporation or for yourself? IS your skillset and your network more suitable for corporate or entrepreneurial endeavor? Do you have the stomach for raising in the corporate ranks or do you have balls for starting things on your own? Its a decision every man has to make for himself.