I think the best way to start your own msc would be to graduate into marketing for one of the established companies and learn all you can about the business. When you later break away to form your own company, some clients are likely to follow you when their contracts are up. And you will already have learned the marketing experience that you will need to start up your business.
You mentioned "very easy". Are you referring to the MSC operations, the hiring and remuneration of staff, the mystery shopping, the scheduling, the editing, the client and shopper relations, the test or survey creation, the collation and distribution of information, and/or to something else?
Are all aspects of the start-up equally easy?