From a business prespective, if you want to try owning your own - keep living with minimial expenses and find something you can start with almost no upfront investment and start making money right away. Something like a power washing business/dryer vent cleaning, ect.
You have the ability to spend 1-2k on some equipment and can spend a few weeks going door to door, cold calling, and putting up some very cheap signs to find business. Set up a website yourself if you can figure it out with a simple request service form - there are guides online. Plan on spending some late nights learning, this will give you the foundation for future sucess.
If after a month or two your not making money on the business (and it is not seasonal) then look for something else. Don’t spend much of your inheritance to start a business and don’t think of it as anything but a small saftey net. 250k isn’t that much in the grand scheme of things but it will provide some breathing space for the times things go wrong - make a dollar spend 0.99 = happy life whereas make a dollar spend 1.01 = miserable existance.
Yes, if you are not paying for it is worthwhile.