if you have zero experience with the industry, I would suggest to become an affiliate of an online casino first.
It involves much less upfront investment and less risk. You can earn commissions from the net loss of referred players.
Get to know the space and then you can level up using a casino white-label product - these can provide you with gaming licenses too, most have multiple choices in terms of jurisdiction.
As others mentioned previously, it's an extremely competitive niche, requires heavy investment if you want to have even the slightest chance of success. To create your own casino brand and launch it on your own, sorting your own licensing, game providers, bonus/cashier/customer service platform etc it's a massive task without previous knowledge of the industry. And I haven't even touched on marketing.