This is an incredibly broad question that I don't think can be answered fully here.And it depends quite a bit on what your skills are and what your ideas are.
For people in this situation, I usually tell people that the first thing to do is to learn what they can about Lean Startups. I think it's particularly suited for software startups (your post didn't say anything about what you wanted to do, so I'm assuming here) but I think the things you learn apply pretty well across a broader spectrum of business types as well.
This book seems to be the starting point for most: The Lean Startup by Eric Ries.
Basically the goal with lean startups is to do the smallest amount of work possible that will teach you the most about what the right product is as quickly as possible, pivot when things don't quite work out right and adjust your idea and continue growing it until you've got a Minimum Viable Product.
Lean Startups aren't the only way to build a business these days, but it's what virtually everybody says to do. It gives you the highest chance of success.
There are plenty of topics that are deserving of attention. Marketing, finances, sales, etc. I'm not saying they're not important. But in my opinion,those are all secondary to understanding how to get your idea validated and to MVP state as quickly and cheaply as possible.