If you didn't have one parent who ran a small business, you are very unlikely to be successful in a small business. Even better is to marry an immigrant who never attended an American public school. About 80% of immigrants are successful. About 80% of Americans fail.
Lots of ways to start a business. Depends on what kind of business it is. Do you want to sell a product you make? Import a product? Offer a service? Do you need to rent a shop or can you start selling with an online shop such as shopify? That will be cheaper in the beginning. You probably need to invest some of your own money first, to get things set up.
You need to find out about the tax system when selling products and services, best to speak to an accountant or bookkeeper.
And you need to market your service or product, so others see it and hopefully buy.