Starting an online cigar store

So I have done some thinking about starting a cigar store with a retail location. I would want to start an online cigar store, but instead of focusing on the whole nation I would concentrate my efforts on my city and surrounding cities. I would sell the cigars online, and deliver them to the addresses myself given the time they specified. This is my general idea, does anybody know of the laws and regulations for having a process like this, and the laws for starting an online cigar store?

Thanks!