Sounds like lots of ambition, but probably good advice. Maybe live with the parents and reduce student loan payments (IBR plan maybe if they're federal loans) while looking for a decent employer. I'm mostly familiar with automotive repair and suspect HVAC is very similar... reputation is very important and I think jumping the gun on starting your own biz has a high risk of not getting a good one.
here where I am at you would not legally be able to. you would have to have a master license, insurance and so on. you would not even qualify to take the masters test with no experience. this is not to discourage you but you need to work somewhere first. your area may have different regulations.
If you were to start your own buisiness, most likely the overhead and lack of a customer base would put you in debt so much in a hole that you could never get out. Also, with no experience you would likely ruin your reputation with the few customers you get because you will not be able to accurately and efficiently diagnose and correct hvac problems. Understand I am most bashing you, just trying to keep you from likely making a huge mistake. Once you get in the field you will understand why this is a bad idea for a green horn