I don't know how old you are, I am assuming you are +18 and living in the US but here are some things that you need to consider. I am myself working on these and I am still learning.
To start a company in the US dose not take much more than registering a Trademark/Copyright. I recommend thinking of a few and google the hell out of them in every context you can imagine. There are many registered names and you really don't want a lawsuit starting right out. Even if it is something that seems to no longer be in use someone still owns it and you can not simple take it from them. If it is a name you really have your heart set on maybe reach out to that party and see if they would be willing to sell to you.
I highly recommend looking into lawyers. You do not need a company lawyer in fact many firms will do if you simply are starting out. I also recommend not involving family or friends no matter if they 'seem' to know all that you need. However if you have family that owns their own business it is very worth your time to talk to them and learn.
Lawyers cost money though so be prepared to have that money available. Myself I have worked for a year and some change saving every cent I could. I am looking at about $300 for all the necessary papers.
Before you start selling games you may want to have a product ready to sell day one. Also look into how incorporating works as the Laws for doing business are vary direct. You will also need to look into opening a business account with your bank of choice.
This is vary important come spring tax season. The IRS is not vary fond of people running a business for profit and not paying tax. With a personal account and a Business account set up and proper documentation of your company even if you fail at that business you would not loose everything like your house, car etc.
Now myself I intend to form the business later the fall and am looking at lawyers and maybe not for you but I will be looking to get a personal loan. Small as my gole is to making a profit by Feb 2016.
I wish you the best of luck. Any job can be hard but starting a business is perhaps the hardest. However the payout can be well worth the work. Just look out for the many many pitfalls that are in front of you.
As some one mentioned you need a action plan. Look at every expense you have. Food, car/house payment, insurance, utility. Those are monthly and more or less fixed. Then you look at your start up costs. Buying needed software hardware or legal fees. If you need to get a server to house your game(I saw your MMO thread) That has a cost.
Next look at your income. Second job, ad revenue, donations. And do a side by side look. Are you making more than you are spending? How much more do you need each month to make profit? What is your forecast for the next 6 months?
Then for the game its self what can you make quickly and cheaply to get on the market? I have One dream game I work on but I also have two different game I bounce back and forth on. Those side projects are meant to be done by years end and hopefully sell well enough to fund me to finish my main game.
It is also important to keep in mind time. How many hours will it take you to develop your game to completion? Is there another game you could make faster? Also are your games Free with ads? What about a cash shop or is it a one time purchase. For each game you make what will be the peak amount of revenue before you start making less each month. This last part is why most games don't get support beyond the first year or two after release because there is no money in it.
If you read all this and you are still excited by the challenge and conquering the mountain before you, great! If not don't worry that is a perfectly normal reaction it just means you may need to re evaluate you attack plan a bit.