I ran a sole proprietorship as a sub contractor and it was a lot of paper work and stuff at first that I didn't expect but it becomes second nature and I did a great job and rarely made errors. It just didn't work out because the company I subbed for screwed the hell out of everyone and was only in for short-term and moved back across the country..
Every industry's different. E cig vending or just internet sales for that matter seems fairly simple - buy bulk from alibaba/the manufacturer, upload info and photos to a website you paid someone to make at a highly competitive rate, set up a merchant account and get insurance to register the business to pay tax. Sell things, mail them.
Not a huge amount needed for start up if you know what's selling good, we're not talking bank loans and investors or '...be a millionaire too!".
I'm considering it.
It is the customer service that is the hard part, significant numbers will never be pleased and can make things tough, even after you lose twice as much money on then as they will ever pay you. Some will even go on jihads against you online for no good reason.
My last venture I had over ten thousand paying customers, out of those a hundred or so were total nightmares. Then there is legal issues, as my lawyer told me "You're not a real business until you get sued". For me that happened the very first week from my ex employer who I went into competition with, and I was in some type of suit for the next 15 years. I never lost one, I never even came close and none ever even made it a judgement as all were settled in my favor out of court, but the legal costs were a few million over those 15 years.
I could go on about 7 day workweeks, no vacations for over a decade, all the legal issues around hiring and keeping employees etc. etc. but it's no secret 90+ % of businesses fail within the first two years and there are a lot of reasons why.
Not saying don't go do it, I certainly did, but don't go thinking it's going to be easy.