Business venture

I have decided to become an enterpreneur and have chosen to focus on Errand/Concierge services.  There is no one curently in my town occupying this business niche so I've decided why not.  I am in the research stage enquiring about cost of business licenses, insurance, creating a LLC, etc.  It is going to be an at-home venture for now because this requires a low start-up cost.  I am still trying to understand what a direct agent does and why I can't do it myself.  Does the LLC come before the business license or vice versa?  The biggie of course is writing the business plan.  Any suggestions?  Take a front row seat as I go through the process of becoming my own boss.