There are several different ways to start your own business.

1. You already have an idea

In this case you need to make sure that there is actually demand for this idea and it is not "a solution looking for a problem". One way to test this would be to interview companies or people who are the target group for your idea. Another way would be to create a landing page and spend some money on advertising and measure how many people sign up or pay for the service that you offer.

2. You don't have an idea yet

In this case I recommend to choose WHO you want to sell something to. Then contact people or companies from this target group and interview them about their issues and things that could be automated in their daily life.

3. You can buy an existing business

One way is to acquire an existing business. My recommendation is to not spend all of your money on one business, because there is a risk that it will not be as successful as you think. One marketplace to acquire businesses is acquire.com

How to Interview Companies

How to Test the Waters with a Landing Page