Once thing not mentioned here is that starting a business is usually a major commitment to staying somewhere, and you may not want to be prepared to make that kind of years-long commitment to a particular place. Sure, it's all exciting at first, but you may not like it long-term. I ran a successful publishing business in Japan, which kept me interested and happy, but it was a huge challenge to get the company to the stage where we could sell and leave. Problems multiply if your business does not do well. You may be stuck with tons of debt, in a foreign country, with very little support. Start small, make sure you have customers, and grow safely.