One quick piece of advice, consult with your HR or Legal at your current company and determine if starting work on your business, on your own time, would present a conflict of interest situation or would violate any non-compete that you may have signed when hired.
Beyond that, if you can start work on your new business while still employed full-time, you have the advantage of a steady income during your planning stages. We recently published an article on starting a business part-time. With the type of business you are proposing, a thorough plan for your business, both the operations (how the consulting will be delivered) and the marketing (target market and how to reach them with a message that differentiates you) will be key. You will also need a fully-researched financial plan so you will know how much money you will need to have in hand to launch full time, and how you need to price your services to meet your financial objectives.
Start Here. Go Far.