A sole proprietorship is the easiest kind of business to set up. Unlike corporation or LLC, you don’t have to file with your state. Alternatively, you should choice a business name and register it.
I'm calling bullshit on this, you 3 accounts are all the same person, constantly starting spammy threads and answering them yourself.
I found a great article for you to read within the Small Business Administration website on creating business structures, including sole proprietary ships. Also found another link on selecting a business structure with the IRS. These two resources should give you a great idea on how to start a proprietoryship. I believe you can start that for free while the other structures, like Corporations, LLC's, etc require you to pay in the beginning.