Disclaimer: I have never opened a brewery, just read extensively on it as it is one of my lifes ambitions that will likely never get met as there is way too much regulation and risk involved.
Do you have a million or two sitting around or will you be able to secure that type of a loan? If you don't have significant business credit, collatoral, or investors you are probably going to be told no by everyone, especially with today's lending issues.
If you can get the money you need to first start with government paper work as Hopsalot said. You have to deal with both federal and state licensing issues; but, the federal ones are the big ones and take the longest so start there. Find someone local who has done it before and ask for their help or pay someone to help you, if you screw up the paper work it will be rejected and you will have to resubmit which could be an extremely costly error. Get help setting up the brewery, you may be able to research your way into it, but if you are serious about getting the business going, you'd be much better getting an expert who has done it before and can help you put together a system. Go at least 7 barrels, but it is much cheaper the bigger you go so if you can open with a 10 or 15 barrel system you will be ahead of the game. Any smaller than 7 barrels and you will be working day and night and not being able to produce enough to keep up, so you will either quickly end up having to upgrade or close down and figure out what to do with all the debt. As well, you have to advertise like hell. You can make great beer all day long and still lose out to the guy next door who makes swill, its all about advertising and getting people to come to you.
There is a ton more. But the single largest thing you need to do while finishing up your degree is go get yourself a job at a brewery. Learn everything you can from cleaning kegs, distribution, to brewing at that scale. You may find you don't want to do it after all. If you still have the energy for it at that point, you will learn invaluable lessons and maybe some great folks who share your dream and will go in on the venture too.