Angela,
Just think about the things that you're good at and, more importantly, what you enjoy doing. My guess, since you're posting at JavaRanch, is that you're good at and enjoy writing software. The next step would be to try to identify a business problem or need that people would pay for to resolve. Once you've identified a need, see if you can satisfy that need. If you can, you've just created a business.
I think the concept of starting a business would be a lot easier if you knew right away what you wanted to do, besides starting a business.
Corey