I definitely wouldn't (and didn't) tell anyone until after I registered the business name, the Etsy name, the domain name and the blog name at a minimum, maybe more to cover the social media side of things.
And don't do a domain name search for availability of your chosen name(s) until you are ready to register it. Searches are a matter of record and names can be grabbed up by people who will then turn around and try to sell it to you at a higher price than you would have otherwise paid.