Can you maybe start putting out feelers on social media to gauge interest in a quilt shop? Talk to people in your quilt guild. Chat up people in line at the Wal-Mart fabric counter to see if there's anything they'd like that Wal-Mart doesn't sell.
Personally, I can't imagine not having a LQS nearby. There are 5 within driving distance of me -- but then again, there are TONS of hobby quilters around here & a big part of each of their businesses is offering long-arm services. People go in for the quilting service & see the beautiful fabrics and some random notion they just "have" to have and that's how they stay in business. They also all offer classes, but don't make money off of those unless the participants buy materials for the class. 2 of them also sell sewing machines out of their shops & of those two, one actually repairs machines (they have 2 buildings and are the largest shop by far in the area).
So I guess I'd encourage you to see what people may want in your area & make sure the reason no one's opened a quilt shop isn't due to lack of interest. Once you know you have willing customers, I'd recommend contacting your local Small Business Association. In my state, they have all sorts of free materials, training & even professional small business advisers. I'm grateful for all that because even things that seem like they should be simple -- like registering an alias (business name) -- take longer and cost more than I could ever have imagined.
There are a lot of wonderful & exciting aspects about running a business, but there are also a lot of details that aren't so much fun. (I don't have a quilt shop, but I do sell quilts & am in the process of registering my business ... all the legal and financial aspects of it take a lot of patience to sort through).