Without typing a mini-novel, let me offer my 2 cents.
This is not a discouragement from starting your own business. I've been self employed since I was 19 years old and I love to see and hear about successful entrepreneurs. I have an online business that I started last year and many of the items I sell are shooting related, however, I offer nothing in the reloading category, so we would not be competition. I want to get that out of the way before someone says I am trying to discourage you because you'd be a competitor.
Again, I'll try to keep this short but the best thing I can say is, the days are over of building a website, putting a few products on it and waiting for the orders to roll in. I'm not saying it was ever easy but it was much easier at one time than it is now. My budget of $25,000 quickly turned into $125,000 and it took a full year of work from my business partner and I getting the website professionally built, finding suppliers, making agreements, inventory loaded in the store and the other 1,000 other lose ends tied up. Yes you can do it for less, a lot less but the competition online is tough. Even if you have the best prices on the internet (hard if not impossible to do) you still have to have people find your store and choose to purchase from you. If you base your whole business model on having the cheapest prices, you won't make it. You've got to make a good margin to pay for overhead and your time and there is always some guy out there working at a loss and selling items cheaper than you can. He won't stay in business long term because he's losing money but there are always new guys starting businesses with the same plan...be the cheapest at all costs.
Also, many large name manufacturers (in all parts of the outdoor sporting goods industry) have Minimum Advertised Pricing (MAP). This sets the lowest price you can sell their items for. This is actually a benefit for you in many ways because it helps you make a good margin on the product but it also just lumps you in with the rest of the crowd when it comes to price because most dealers will have nearly identical prices.
I guess my point in all this rambling is this....I'm not trying to discourage you but since your plan is to start small, I'd try to operate on a cash basis. Banks aren't going to want to loan you a lot of money on this sort of venture and for good reason; it's hard to make it work. You can operate this sort of business out of your living room if you want to and that's what I'd probably advise you to do until it grows. Yes many distributors and/or manufacturers require you to have a brick and mortar storefront but you can find some who don't require this. If you are genuinely going to up a brick and mortar retail storefront, then it's going to require even more money and a different business model to run a retail brick and mortar store vs an online only store.
If you have specific questions I'll be glad to try and answer them. I just don't want to see you borrow a bunch of money for such difficult business venture with a really solid plan and get burned.