Depending on what kind of business you start, you may have problems getting a license. Then there is zoning. Probably the worse is the time it takes to make enough money to see a profit. You have to learn the laws of taxing, hiring employees, etc. If it requires transportation of certain items, you may be required to seek additional permits. Since you did not mention the type of business, this is only a generalization. Best wishes, and if you do hire employees, please do a background check on them.
There are number of problems business owners have to face for starting up a new business. The first and fundamental problem they have to face is competition in the market. The second thing they have to face is government taxes and duties in case they are importing any thing. If a business is manufacturing concern then they have to cope with power requirements.