The nature vs. nurture debate flares up regularly in the entrepreneurial universe - just as it does in lots of other areas. As a part-time teacher of entrepreneurship, I guess I've got a dog in this fight, because if the answer to the question is nature (i.e. you're born with your entrepreneurial chops fully formed) then I'm wasting my time and my student's time trying to teach them (i.e. nurture) how to be entrepreneurs.
Steve Blank chimes in on the debate with a pretty common sensical perspective. One important point that Blank makes is that culture has a lot to do with the question too. I'm convinced from my own experience that cultural biases and conditioning account for much of the difference in entrepreneurship rates in countries such as France vs. the U.S.
I'm aligned pretty well with Blank on this - I don't think you can make an either/or choice between nature and nurture. If you're not born with certain aptitudes and capacities it's going to be hard to succeed as an entrepreneur. But I also think nurture factors are massively important in determining both which people attempt entrepreneurship and the odds of success. But it's an interesting debate.