illmatic,
Keep in mind that by starting up a web business chances are likely that you will NOT be profitable instantly. And unless you are able to market correctly you won't be profitable within 6 months. This means that if you're leasing a server for say...$200/month and this comes with x amount of bandwidth and features. You're paying that $200/month whether or not you have clients to support it.
You need to read up on the OS of your choice for this business path. You need to find out what it takes to get a TaxID, find someone who will do your taxes for the business get a lawyer to draw up a ToS and AuP for your services. You have to research the datacenter in question for your servers. Are you going to buy your own servers and co-locate? Do you know what co-locate means?
Do you know how to install these games remotely? What if someone finds an exploit on your server and takes control of your server? Do you know how to get it back? Do you know how to prevent it from happening again?
Keep in mind that it is a cut throat business. This site, and WHT would be some good recommendations to start. Participate in discussions, ask questions and use correct punctuation/spelling/etc... People will take you more seriously and you'll appear more professional.