I'm going to go against the grain of the other answers and tell you to hold back on launching a consulting firm just now. You cannot consult effectively unless you have experience. You have no experience, therefore your consulting services will not be high value, and people won't pay you.
Go get a job with an entrepreneurial firm and watch/learn how they run their organisation. That will get you answers and build your contacts. Be clinical, appraise everything they do and see if you can work out the underlying process or system they are using.
I recommend you try to get hired to be the executive assistant to the entrepreneurial founder of the firm. This won't be an advertised position. So you'll need to be resourceful. But you get to open the mail, write letters, accompany the boss to meetings and so will get a true frontline view of entrepreneurship and consulting in action.
What can you do to persuade an entrepreneur that you are the perfect right hand man/woman to support his business?
That'll get you quickly into a position where you learn fast and then can set up on your own.