Since you have not indicated the field in which you would like to start your business, I cannot give you any relevant guidance. First of all, consider your area of interests and out of these, choose the best one which suit you the most. Now the second consideration would how to raise the finance so that the business can be initiated. As for example, you want to start a foundry shop, then you need a constant supply of foundry - pig iron grade from the nearby blast - furnace. The shorter is the distance, the better. In the cupola furnace this pig iron has to be refined by the small addition of manganese, silicon etc at a predetermined temperature. The finished product has to be dispatched to the parties concerned without any time lag. So, you have to understand the entire mechanism of activities with which you have to involve. You need the experienced personnel to operate the business.
You will have to contact the banking - authorities in order to get loans, tracking of suitable customers, sources of availability of raw materials, clearance from government - machinery to start the business etc.
So come out of with a concrete plan so that you would emerge successful in your venture.