I was such an independent employee that you would think the transition to entrepreneur would have been easy. It wasn't. One of the issues I had was in the corporate environment, you always have people to give you direction on what is important and what is not. Even CEO's answer to Boards and ultimately the shareholders.
That is the MOST important task a manager does, to focus staff, to cut away the noise.
As Adam Shaivitz says in Selling Is Everyone's Business (the book is co-authored by Steve Johnson but this particular quote is from Adam)
"Early in my career as a sales coach, my coach told me that my job was not to be a manager but to be a simplifier. When I met with my salespeople, it was my job to take all the noise and distractions in their professional lives and funnel that into one or two areas of focus."
In the entrepreneurial space, mentors help fill this manager role. However, they focus you based on YOUR goals (for the business and for yourself). You set them but they keep you honest.