Work hard!
If you have a salable skillset but not a particularly good business sense, find a partner/employee who does. [I always wanted to go into my design business with my close friend and accountant, but life got in the way]
Network and join all those groups that relate to your skillset [I belong to a writer/editor/publisher/designer/etc group called dcpubs and another for web work DC WebWomen and a local user group for InDesign, among others].
Don’t give up your dream when the going gets tough.
What business are you contemplating going into?
Unless it is a large or risky business, I’d wait on the lawyer, but accountant/CPA no.
If it is something you mostly do solo, sort of like freelancing, you can postpone getting things like business checking accounts, telephone services and other things of that ilk. If your bank won’t cash checks made out to your business, have your clients make checks out to [your name TA [your business name] and deposit them in your personal account.
If you go the above starter route, be very careful to earmark every deposit and withdrawal and purchase for tax season.