hi
what I did was to get some information beforehand starting my businesses. It helps avoiding the most common errors. you also want to have a good plan what and how to start your business. so there may be information and study neccessary. you also want make sure to have data on if there is a niche market and customers for your business and how to find them. if you want to quit your current job, this step is crucial. best would be if you build up your business on the side whilst working another 40-60%.
another great way to learn is to help a fellow founder to start his company. so you will gain insight into the whole process but are not responsible.
hope this helps
rolf