Odds of Getting In
Getting a license to sell guns is not the hard part. That can mostly be accomplished by mail (source). The real test is whether or not you can get people to buy your guns. If you have the capital to open your own gun shop, you should also make sure to have an advertising budget. Get your store into the local militiamen newsletters, as they can be long-term customers, even if they tend to be slightly...eccentric, let's say.
If you're attempting to sell weapons out of your own house, you have to make sure that you do it in accordance with state laws. That includes selling to people you meet online. Since the private, low-stock dealer will typically hunt for buyers on internet marketplaces and totally legitimate business websites like Craigslist, it's important to know which sales will get you cash, and which will get you prison time (source).