I just wrote an article about starting a business and plan to continue sharing more regarding what has brought me success and what has not... You're right though, as at least my first 4 businesses failed. There were probably less formal pursuits before that also. Stick with it, find and hone your idea, and eventually you will succeed.

"Success consists of going from failure to failure without loss of enthusiasm"

I don't want to plug my own stuff with a link here, but check out my post today about business. It might help you with future ideas & markets in your next attempt :-) Cheers,