Opening a brokerage of any type is the same as starting any business.
You do not consider entering it unless you are fully aware of what the requirements are; legal, administrative, physical, personal, including financial resources.
You do not consider entering it unless you have a business plan which must include many sections, including how and what type business your going to operate and exactly how your going to market it.
From you question, it appear you are far from having a business plan developed and appear not to know what forms of business entities to consider.
The answer to your question would overload several thick books. It would be unrealistic to assume anyone can fully answer or even make an initial dent in providing the outline of what you need to consider prior to starting a brokerage.
BUT... that has not stopped many from starting them, but it has stopped most from obtaining any success. Blind luck is always an option but it comes and goes unlike a planned business approach. No short cuts exist in forming a successful business / brokerage.