It was a tough transition. One of the biggest challenges for me was going from a job that was reactive (e.g. a highly scheduled day managing other people) to starting a business with a blank slate every morning. Every day, there were a thousand things that seemed urgent that I needed to do to get things going. It was a little paralyzing and I didn't know where to start. My friend Rob gave me a great piece of advice: decide what *one thing* is critical to your concept's success. Write "ONE" on a little yellow stickie, and stick it on your computer monitor as a daily reminder to accomplish one thing-no matter how small--that will get you one step closer to that goal each and every day.
For Kingston Vineyards, our biggest challenge in the beginning was finding a talented pinot noir winemaker who wanted to explore the new frontier of making pinot in coastal Chile. My "network" in Napa consisted of only two people when I started. And they weren't even winemakers! But with that little yellow stickie reminder, every day I sifted through the thousands of urgent-but-not-important distractions to get one step closer to our goal of finding a winemaker.
Also useful: Ramit's digression on "The Shrug Effect".