Make sure you do something you love. Once you've decided what kind of business you want to start then you can go to a company like GoLeadz, who specialize in quality lead generation, and find individuals or businesses who are seriously interested in your products. This would save you a ton of time if it's only a one-man business because you wouldn't have to go out searching for business, you can contact people who you already know are looking for you.
It depends on you how you may start your new business. You may look for products here exporthub.hk
It depends on what sort of business you want to get yourself involved in. I would suggest you to go for the one, which provides you some insurance along with tax benefits. Moreover you need to prepare a strong business proposal and a feasibility report.