I had problems finding employment earlier this year and started and ran a fairly successful business over the summer. If you have any specific questions, just ask.
As far as general guidelines:
-Pick a market where there's a demonstrable demand for whatever service you intend to offer (Or product if you go that route. Selling products is going to be a toughie, though, unless you design and create them yourself; being a distributor/retailer is best left for those with deeper pockets or those with a higher threshold for risk.).
-Select the best advertising strategy(ies) for your market
-Spend as much time as you can marketing it
-Find your customers, talk with them and come to an agreement or make a sale.
-Then there's the actual rendering of the services or selling the products or whatever. This should be the easy part and, starting out, definitely spend enough time to provide the highest quality possible as this will aid your marketing efforts which should be your biggest focus starting out.
If you don't feel particularly skilled or confident with talking with customers, you might want to find someone else who can. This is where relatives and friends can come in handy.