When I started my first two businesses in collegea singing telegram business and a survival kit business I didn't ask anyone for advice. I was young and I knew all there was to know about everything (or so I thought) and I wouldn't have listened to anyone anyway.
After graduation, I sold one of the businesses and closed the other, worked in the corporate world for several years, then went out on my own. The next time around, I asked for advice from anyone and everyone who was willing to help. I learned what to do and more importantly what not to do with my business and how to get new clients. Their advice was invaluable.
Now the tables have turned and I'm the one giving advice to a new group of entrepreneurs. I try to help them as much as I can but I also encourage new entrepreneurs to follow a few rules:
Research your competition honestly. Don't pretend you're a large client so you can get marketing and pricing information. There's room for everyone to compete.
Not everyone understands the "room for everyone" thinking so ask for advice from someone who lives out of state. They'll be less concerned about helping a competitor if it's someone who doesn't want to start a business in the same city or state.
Be willing to pay for someone's time and advice. They probably won't accept your offer (actually they're a jerk if they do) but by offering to pay someone, you're telling them that their time is valuable.
Talk with people who are using your competitors' services and find out what's missing. Maybe you can add something to your business that would differentiate it from everyone else. Dare to be original.
No one knows everything. When you take the time to ask others for advice, don't be surprised at what you learn.