A good idea! Every business starts with a good idea. You can learn how you manage a company but you cann´t get educated in getting an good idea. For all the following steps there are people who can help you but you are on your own with getting an idea.
If one of your parents managed a small business your chance of success is 80%. If not, your chance is 20%. So the first step is to marry somebody with a parent who ran a small business.