Begin with software! If you're trying to build a business that VCs will invest in and you're young, start in the software industry, or another space with low capital requirements. There are several good reasons:

1. Traditionally, VC don't invest in first time entrepreneurs unless there is a seasoned & successful one already on the team. If they do invest, it's usually because the entrepreneur has established proof of concept.
2. In the software industry, you can establish proof of concept w/ a small capital investment.
3. If you fail, you lose close to nothing.

In 2004, my co-founder and I presented a capital intensive business model to a large number of the top VC firms. They loved the business model... our presentations usually lasted 2 hours. However, in the end, not one of them invested. Almost a year later these same firms have invested in less sophisticated business models with founders who successfully started businesses in the industry. The reasons VCs invested was because they knew the entrepreneurs built something great before.

Here are examples of successful, young/first-time entrepreneurs that started in software or other industries with low capital requirements:

1. Jump, acquired by Microsoft
2. Google
3. eBay
4. Facebook... and the list goes on.