Hi Aiden, although I am not specifically a Product Management guy, I am a business development guy that has left his corporate job to create a small business so I can share with you my experience from that perspective. The first thing you should begin to do is ultimately attempt to consult others on a part time basis. In this fashion, you would ultimately learn how to sell your services, learn from any feedback you receive good or bad, and adjust your sales pitch accordingly. If you wanted to start from the perspective of setting up a company, one website I recommend to organize your thoughts into a "Lean Launch Model" would be http://www.startitup.co.

From the perspective of where you would find the leads, LinkedIn is the most amazing B2B platform and with the right targeting of keywords to find the decision makers in the companies that may need your consulting advice and the development of a template, you can easily send out messages that are customized to your connections and generate opportunities in which you can pitch what you have to offer. It works for nearly every service offering too, so long as you strategically target those who would be interested.

In summary, start part time, organize your business thoughts via http://www.startitup.co, and use LinkedIn as your primary driver of business development. Hope this helps!