the nightclub is NOT a good business for a beginner as it needs 5 other active businesses plus the nightclub equipment/staff upgrades to produce products passively. if u don't have the prerequisites, don't pick the nightclub.
I would pick the gun running as my first business, cuz it produces passively where u ONLY have to buy/steal supplies and do the sell missions every few hours. if you have staff/equipment upgrades, you definitely will produce guns at a decent clip.
upgrade the gun running business in order to make money to buy the kosatka. then u can do the cayo heist solo if u want.
once u have that, u can make plenty of money and buy whatever else u need. I have the kosatka, and rarely do the cayo heist, but I do it if I have friends online to play with.
also, once u start making money, if u buy cars and upgrade them, u will quickly be broke. u gotta invest your money into the business upgrades to max them out. once they are all producing at a maxed out rate, u can make limitless money which will allow you to buy anything in the game.
the ONLY business I don't have is the weed farm and the document forgery.
I also don't have the vehicle warehouse as I don't feel like doing it at this point. but I do have the following:
office
agency
container warehouse
bunker
facility
kosatka
avenger
mobile operations center
terrorbyte
arcade
cocaine lockup
meth
counterfeit cash
hangar
mc clubhouse
plus other random properties acquired over the years.
a lot of the properties I got thru twitch prime when they offered them free, so I redeemed them.