The skills developed from setting up one business mean it is so much easier the second time around. It is not such a scary proposition. You understand the issues and problems and have developed a tool kit to cope with them. For example, you may have a better idea of what advertising strategies work and what don't. A valuable lesson. You may also now have a network around you where you can pull help and advice from quickly.
So actually, it is not such a strange concept to run more than one business!