First, did you have to sign a contract with the agency you work for? If not, you should be fine. If you did, check it over real closely for a "non-compete clause" or something that may bar you from competing with them for a certain amount of time.

Second, what areas of staffing are you most interested in. I do not mean what part of the business but what type of employers and employees do you want to focus on? I personally hire and train advertising representatives for companies as that is my niche. I recommend starting with a certain group of employers and once you are successful, open up to more.

As for a mentor, there are numerous resources on the internet regarding staffing but it will take some time and patience to conduct searches for all of the information you will need. Do you have another town or city close by that has a staffing agency? Is it possible they would be interested in you managing a second office for them? That would give you the opportunity to learn the business from the ground up as well as give them an shot at the competition. You could structure your business arrangement so that you use their name and resources and then you have a "right of first refusal" to buy them out at some point in the future (and change the name to suit you).

I am not an attorney. You MUST consult a legal professional for licensing a business in your city and state. There are licensing fees, taxes, etc. forms that you must fill out and file before opening your doors. Additionally, you will probably need to incorporate to protect you personally from liability and insurance to obtain.

Keep your goal in mind and your dreams alive. If this is truly something you are interested in, make it happen! Best to you.