Just the general advice that if possible, you should keep your day job at first, don't expect to make an instant killing, and have enough capital to see you through a couple of years.
Of course, if you start out part time, a lot of that is covered.
First you have to be able to immigrate. I'd concentrate on that first. And if you are considering a consumer-oriented business, think about getting a relevant job when you first get here, to keep you going and to let you get a feel for the market.
Hello,
Starting it is easy...you register the necessary paperwork and off you go.
Seriously, take time to understand what your good at and then identify the market available.
Consider whether you can do it on your own or need assistance.
Start networking, of course i would suggest this but it is relevant.
You can acquire a great deal of information from contacts.
There is alot more that goes with it however, this is a good startting point.
regards
AL