I ran a venture backed VPN company for many years (Spotflux). These days there are tons of huge players in the market, some of which have hundreds of millions o

I ran a venture backed VPN company for many years (Spotflux). These days there are tons of huge players in the market, some of which have hundreds of millions of dollars in funding. Your challenges will be as many have stated the following: 1) Convincing providers to let you have VPN traffic on their networks. 2) Dealing with tons of DMCA complaints 3) Dealing with GDPR compliance in the EU 4) Maintaining compatibility for dozens of different user configurations and having apps in the mobile app stores 5) Dealing with credit card and payment fraud. 6) Dealing with law enforcement once you reach a certain scale (no, incorporating in whatever random island will not help you) 7) Maintaining constant uptime of your servers. When a user faces even a minute of downtime, their internet connection is now effectively broken and you are to blame. 8) Dealing with lots and lots of customer support issues and an endless mix of customer configurations which will have you ripping out your hair trying to resolve. 9) Constantly make sure your systems are secured from the latest exploits so you can guarantee privacy and safety of your users. 10) Maintaining a brand and a niche with mature marketing channels that keeps new users coming and paying for your service. At the end of the day, its a very difficult company to run and its even harder to maintain profitability with so much competition.