I would say how BIG do you want to try with it ? small scale and test the water or large scale and hit a particular market
Expect the unexpected, that's been my experience.
Having gone down that route myself i will pass along everything i have learned in the last couple of years.
Sculptors, Artists, Mouldmakers, it will take you time to find the right ones to work with and will be a process of trial and error. For example:
Artwork, say £ 50.00 per turn around image
Sculptor, say around £ 100.00 per miniature ( this WILL vary depending on who you actually manage to get who is interested )
MouldMakers and Master copies, say for a mould of around 15 28mm scale miniatures with around 10 Master copies £ 250.00 ish
Then you would of course have your sundries
Rulebooks, sheets, counters, etc: That's where you need to find a good printer and work out costings after having a small run done and worked with.
You may want to actually sit down and seriously consider just what YOU want from it, as at the end of the day that's the main thing, YOU have to be happy with it.
Plan for every problem, from the littlest to the biggest. You will have them.
You will encounter both heady highs and awful lows with your project but the trick is to roll with the ups and downs and know you are doing it for yourself.
If its something you've wanted to do for a while let NO one tell you you shouldn't do it. The only person who can tell you that is yourself.