Write a business plan, a real business plan, a business plan for YOUR business. It doesn't matter if your vision is different than the way others have approached similar businesses. The point of your business plan is to explain and justify your vision for a business and make a case for its eventual success. Prepare it as if you were seeking investors or bank financing, even if you're not. Ultimately, the point of the business plan is not to attract investors, it's for you to go through the process of thinking about your business, identifying your strengths and figuring out ways to overcome your weaknesses.. Investigate all the angles, run the numbers, lay out the things that will make you successful and the things that could cause you to fail. Be brutally honest and address every possible obstacle. Research your industry and demonstrate that you understand the market and where it's going. Consider all your competitors and spell out how and why you will carve out a slice of the market. Really think this thing through and put it down on paper. This is a detailed, exhaustive document that could easily go 100 pages or more for a brick and mortar operation . . . though probably a lot less for what you're imagining.
Writing a business plan is a major pain in the ass, but it's one of the best things you can do before jumping into the abyss. The more you think about your business, the better. It can save you from heading in the wrong directions and potentially save you from wasting a boatload of money. It can also be a really good way to get creative and develop ideas that will help you stand out from the competition.
THere's lots of online resources that teach you how to write a good business plan. Better get cracking . . . besides, running a gun business is much more about business than it is about guns. If you don't like the sound of that, then you better skip the whole notion.