It is good that you have interest to enter into a Business field. It is not a big deal to start a business , but its a big deal that you run in successfully. First of all decide what business you want to start. If its related to what you have studied or what you are very familiar with then its very good. Otherwise first try to get the complete idea about your business theme or product.
First concentrate on knowing the requirements to start that like Capital, Raw materials, Machinery, Labour, location, and also know where the product has demand and where you can sell it successfully. Once you know all these, then try to get idea of the other companies who does the same business and try to know what are the practical problems which evolve during the time of Business.
To get all these, it takes some time. My advise is to study M.B.A where you can learn the skills of Business and master them. For that appear at Common Admission Test to join the prestigious IIM's and top business schools. If you are not interested to the study then you can join a job and then do all this research in the free time. With this, you can earn some capital for your business through that job, you can know practically how the world outside is and you can even get a partner in your office to join you in your business. I can tell you that what you see the world as a student is completely different from how it actually is. By the time you can start a business you can gain 2-3 years job experience, which will help you incase if you want to abandon your business and join your job again.
Once you step into the business, it is not an easy way to go through, you may have a lot of set backs, discouragement, and you have to fight back to survive and get success. if you have that guts, follow your dream and get it.
"Hard work never goes unvalued"