If you are in the US, the SBA used to give out loans for people starting a business, but I don’t know what they do now or if they even exist outside of their website.

Unfortunately, it’s possible but extremely difficult. Not only do you need startup capital to fund whatever it is you want to be doing. You also need a nest egg to survive off of until that business gets off the ground. And unfortunately, statistics show that a majority of new businesses fail within the first 5 years

Now if you’re willing to put in a lot of physical labor, lawn maintenance is something you can get into relatively inexpensively. That only requires a lawn mower, trimmer and a blower. My nephew started his lawn maintenance company with those three items. Started off with very competitive pricing and most importantly was reliable. In about 2 years he was able to grow that to about 50 yards he maintains monthly

How many guys can you jerk off in 8 hours?

You need more of a plan than “I hate my job, I want to start a business.”

You don’t even say what kind of business. House painting? Landscaping? Financial consultancy? Church?

How would running the whole business be better than working for someone else? How would it be worse?

No money? There are some knowledge worker consultant-type businesses you might be able to start with no capital but you either need a bunch of money to sustain you through the early months/years or have another income.

Without a clear goal and plan you’re better off keeping your job and doing stuff on the side and see how that goes.

You dont. Unless you can get some loans you’re gonna have to either find a way to do it with no money (usually extremely specific circumstances) or not do it. I pumped about 5k into a computer repair business that never got off the ground and I am still down from that 2 years ago.