I was there 18 years ago, and hopefully, you are referred to the prospect, and it is not a cold call, or maybe you are calling an existing client, and they already know who you are and what you can do with your new business. This will go a long way to securing the first client. I am assuming we are talking about B to B in sales as opposed to B to C. If you are on a cold call, it will come down to believability that you can take that client to "the promised land," so to speak. Are you an expert in your field, and can you demonstrate that? It will take leadership skills to show the client you can lead them to great success in making this decision. This endeavour is not for everyone, but for the right one, you can succeed very well in your own business, but securing that first client is vital.