I agree on the methods of delivery - some people can come off as very brusque when talking about hot-button topics.
I also second breeding mares to an outside stallion- not only does this allow you to start out with some top-quality bloodlines, it's a lot better than owning a stallion. As others have mentioned, there's a lot of issues you can come across with handling, behavior, fencing, insurance, and other logistics that make keeping an intact stud a big pain in the neck.
I think it would be a great idea to join a Gypsy Vanner breeder's association and start connecting with other breeders, or even someone in your area that raises a different breed. You might be able to find someone else to mentor you through setting up your operation.
As with any operation where you're raising living things, start slowly and small - that way you're giving the maximum amount of time and attention to getting a routine, buying quality stock, learning to market your stock, and all the other little bits and bobs that go into raising animals.
While it's not horses, I'm starting this process myself with guinea pigs - I decided to start raising skinny pigs (hairless), and also going to be showing another breed or two as I go on. I've gotten to know other breeders, researched genetics, looked at the veterinary side of things (can I afford emergencies, who in my area is good at handling guinea pigs), and purchased high-quality, well-bred stock for my first breeding animals. I'm also learning how other breeders market their litters. Because I have a job and other obligations outside my home, my intention is to be small and focus on health, temperament and quality over all else. I've also got sale agreements and guarantees, as well as pedigree tracking.
So as you can see, there's a lot that goes into a breeding operation of any size, for any animal.
It's a big learning curve to breeding any animal, but especially so in terms of horses because they are such a big investment of time, money, and education. When done wrong, you're not only costing yourself, but it's something an innocent animal has to live with for the rest of it's life - which is why many people on here tend to be very firm when talking to people who are interested in breeding, especially people who have the double whammy of being new(ish) to horses. It's not done out of malice or meanness, but we do see a lot of starry-eyed newcomers that simply haven't done their research.
This is a very informative forum, and you will meet a lot of VERY knowledgeable people who are more than willing to share their experiences with you.