A wise slogan once said "Just Do It" I know a lot of people who've talked about starting this or that business, but that's as far as most of them take it. In my view, the most important thing is to start doing things. Plans are good, but they don't accomplish anything by themselves. And regardless of how much you study it and plan for it, you don't really know what you're doing till you try (and frequently mess up) a few times.
I started a software company a few years ago. To get started I, in this order, developed a product, went down to the local government building to registered a company name, registered a website, developed a website, and setup an account with a merchant. Of course your steps will likely be different depending on the type of business you're starting.