How do people usually get started with independent consulting?

I have been reading and thinking more about how people move from prior work experience into independent consulting. I came across something called BuiltToLaunch while researching, and it made me curious about how others approached the very early stages.

For those who have already gone through this, what helped you decide what to focus on at the beginning? What did you find most confusing early on, and what became clearer over time?

I am mainly interested in hearing real experiences rather than advice from blogs or social media.