I can't speak for Illinoise but some states have excellent guides on their state web sites. I'd get an accountant who knows state laws well, for sure, and at least one visit with a business lawyer. Look into registering a "fictitious identity" or "doing business as" (DBA) with the state so you can accept checks and enter contracts as the business instead of as yourself. A local university or city or county might have a Small Business Development Center or something like that with free or inexpensive resources to help you out, too.
A good question is never answered. It is not a bolt to be tightened into place but a seed to be planted and to bear more seed toward the hope of greening the landscape of the idea. John Ciardi
I started up a concessions business a few years ago in Illinois.
Illinois is a horrible state for finding information on starting a business. The state's government website is the place to start. The next step is to talk to the folks at your county's government.
Unless you are getting into the food industry, it is unlikely that the regulations are any different than the rest of the country. If it IS the food industry, the county's regulations are usually the ones you have to dance around. The unfortunate part is that the people at most of the state's county seats don't know their county's own procedures and licenses.