You should fail at business a couple times. Start a business, have it fail. (Usually your first business fails due to not having a paying customer)
Start another one, make some money, have it fail. (This failure will be more interesting. Maybe you couldn't meet demand. Maybe you got priced out of the game by a competitor. Maybe your margins shrunk too bad. Maybe you got too burned out.)
Start another one, make more or less money, have it fail. (This business will probably not fail for the same reason as your last one.)
This is pretty much exactly how it worked for me.
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