Illinois Department of Commerce & Economic Opportunity Office of Entrepreneurship, Innovation, & Technology offers a guidebook to help:
Starting Your Business in Illinois Handbook
Small Business Development Center (SBDC) website offers a wealth of information and ideas, including straightforward advice like:
10 Steps to Start Your Business online guide (click here)
Jacksonville Main Street's partner, Jacksonville Regional Economic Development Corporation, offers local demographic information that is needed for market research and data about the area. 
The US Small Business Administration offers guidance on managing business finances and setting up business bookkeeping. Check out the SBA website for lots of helpful information.
Lincoln Land Community College partners with the SBDC to provide business development and growth assistance. Contact and other information is available on their website.
Finding a location can be difficult. Jacksonville Main Street and the Morgan County GIS Department have partnered to provide an Available Buildings listing for the Jacksonville Main Street District.
Jacksonville Main Street offers a low-interest loan program through its subsidiary, Jacksonville Enterprise Zone Development Corporation, that can help with permanent property improvements needed.
The City of Jacksonville offers business financing through a Revolving Loan Fund and Tax Increment Financing (TIF) District that can assist new or existing businesses if they meet pre-qualification standards. 
Tri-County Community Development Corporation can provide business financing for a variety of qualifying projects. Like other programs, projects must qualify for approval beforehand.