One of the big advantages of running an "online business" is the low-cost of setting up, operating and maintaining one. As others have mentioned, the only real costs required to get started are domain and hosting ($75-$100 per year). If you can't build the website yourself, obviously you have to pay someone for that (could range from $800 to $5000+ depending on the complexity). Checkout services like Guru.com, eLance.com or ODesk.com. You only need one, but these websites will allow you to post a job and multiple companies / developers will bid to build your website.
Other than setting up the website, it seems like the biggest cost will be inventory. Obviously, whatever you provide on your website will need to be kept in-stock. If you partner with a larger lingerie company, maybe they can dropship orders for you? This would reduce the cost of your inventory. Or, you could look into "affiliate marketing" and get paid a commission for promoting and selling other people's lingerie products.
After the website is taken care of and you have your product situation figured out, marketing will be the other big ongoing cost. There are a variety of ways to do this, but if you have no experience, you might consider hiring a professional to run an ad campaign and do SEO (search engine optimization). If you want to save some money -- do all this yourself! It will take some time to learn, but all the information is available online for FREE! Start studing "SEO" and learn about "PPC advertising". You just have to search ;)
There's a lot to learn and consider, but hopefully this helps a little. GOOD LUCK!
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