Building a business is difficult and you can't do it alone. And I don't just mean financially. Having a support system in place when you dive into your new business venture will make all the difference. If you think you already have a support system -- after all, your parents and your spouse are supportive of your business -- that's great. But you also need to need to surround yourself with people who understand what you're going through. If you don't have that type of support system yet, build it. Start networking with other local business owners in your area or get online and join some LinkedIn or Facebook groups for entrepreneurs. Plus, according to Psychology Today, being a part of a group is motivating and increases feelings of warmth. This can be incredibly beneficial to you on the rocky road to starting a business.