Most PI's I know are also the owners of their own company. IE, self employed. The great majority of them have previous law enforcement experience, in some case decades. Lastly almost all of them have niched themselves in some way to be able to make more money. For example you may be a former traffic investigations police officer. This is a profitable niche as lawyers may contract you out to perform an independant evaluation of an accident, etc. and tap on your proven expertise in that subject area.
Or you may be a former criminal investigator in which case you may be called to give an opinion or testify as a subject matter expert on the police handling of a situation you may experience in such as DWI stops, use of force, etc. Or perhaps you are an expert polygrapher, skip tracer (bounty hunter) etc. Most PI's I've seen specialize in something that makes up the bread and butter of their business.
Have you considered a specialization?
What state do you want to be a PI in?
Have you considered the licensing requirements?
Have you spoken to PI's in your state?
Have you an expectation for a salary range?
What attracts you to PI work?
Where do you see yourself 5 years from now?
Have you any interest in working in law enforcement?
Do you have a clean background?
These are questions that can help me help you.