One of the best things you can do to dive into entrepreneurship is to start meeting people in the community! Here are some places to start.
Graduate clubs: The school that supports each group is listed below, but membership is not always limited to that school (particularly those formed around a particular interest or industry).
Columbia Impact Investing Initiative, Ci3 (SIPA)
Environmental Entrepreneurs (Earth Institute)
Health Tech Assembly (MPH, CUIMC, SEAS)