You should definitely speak to an accountant, everything everyone here has said is accurate, but you’ll also want to do some planning before hand because in addition to the changes in taxes you’ll be paying and benefits you will have to pay for out of pocket, you also will be entitled to write off any business related expenses, which should help to offset some of the increased cost.
If you drive to work, you can write off gas, car maintenance, and any tolls you may pay. If you ever work from home, you can write off portions of your rent and utility bills. If you use your own phone, you can write that off. Speaking to an accountant about your situation will be good because you can prepare beforehand and set up a system for yourself to organize your receipts (which is way easier then trying to find all your damn receipts and bills come tax season, trust me!)
Depending on your field and where you live, there might also be local guilds, unions, or associations you can join which you can pay them dues and have access to many of the benefits which would normally be provided from your employer if you worked full time. Stuff like health insurance, dental insurance, 401k, disability, etc.
You have a lot of research to do!