To start a  business,  online or retail will sell whatever first thing is you gotta analyze the risk.  Make sure you know the number. You know the risks.  The other thing is, you have to be legal to work in the US.  Like you have to have either citizenship or a green card or any working visa. 
It depends upon the state. The first thing is the registrations. The business registration locally, you have to pay the fee and taxes according to the state rules.  And have your business name and registered it.

Even if it's an online business you need to have physical address.