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You should try to figure out what industry sector you want your business to be in
starting a business requires capital, which will be acquired either through personal savings or financial institutions
For this reason it is a good idea to take your time, explore your interests, and make sure you graduate college with a small amount of debt.
Then you will want to get work experience in the industry you want to own a business in, while saving up as much as you can, building a good credit score, and generating contacts in your chosen industry.
Just foolhardily trying to start a business with no business plan, no contacts, little education, no written goals, no rules to live by, etc... is one of the worst pieces of advice you will ever receive in your life and you would seriously do yourself a favor by dismissing it.