Starting a business from scratch in a market that doesn't exist is like solving an equation with Newton's method, and you're starting with a really, really bad guess.
The first iteration or two is almost always a complete failure. You get such poor results you can't even tell which knob to turn to get better results. You start with another guess, maybe a different business altogether. It takes a lot of persistence even to get to the point where you can figure out that you're onto something that might work as a real business. Then it takes a lot more work to get to the point where you even HAVE knobs and dials you can turn to try to fine tune the business so it actually works.
I asked Jessica Livingston to speak at the business of software conference, and I suggested that she talk about all the ways Y-Combinator startups fail. "That would be boring," she told me, "it's always they same thing: they just stop working on it."