Best is to work for an export company as a low-level employee. You will learn everything while being paid. I do not suggest starting a big, expensive operation without starting out small first.
If you have something to export that will sell, first try selling it on craigslist, ebay or wherever your target audience looks to buy your products. If you business grows, then you can get bigger, but to start all you need to do it start selling. In the US, anyway. Some things have to go through customs. You will find out on your first order.
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