This is exactly what I tell people and they're surprised. If I was offered the chance to homestead Mars with the caveat that LEO and landing must be reasonable safe so I don't die in the boring parts, I'd sign up right away!
You and a lot of people. I'm sure a big chunk of the seasteaders would jump at the chance to live on a moon city.
So here is the entrepreneurial challenge, believe Elon, in that he will make it possible to go to Mars, and before that it will be a lot easier to send stuff to the Moon. What can you start researching today so that 10 years from now when everyone realizes that this is going to come to pass you'll be way ahead of the game and visionary?
What about early settlement tech. Not only the habitats etc. but procedures a.s.o. for the first years: in what sequence to create stuff, run explorations, have emergency routines etc. all under the tight constraints of an early colony.
Intelligent robotics as assistants and autonomous explorers etc. with a focus on space conditions.
Advanced space medicine (say, transhuman spaceflight), modifications for the body, brain-machine-interfaces etc., there are many non-trivial issues: gravity, temperature, light, acceleration, radiation, ...
I've been thinking about the sequencing question a bit (steps to go from "we're here" to "We're ready to accept visitors".
There are some interesting papers on microwaving the regolith into a concrete like substance. Water generation or acquisition will be key of course so different water strategies are interesting. Water mining robots may be key.