You need a sales license. Contact the State of Illinois for the requirements and forms.. You should probably also secure federal and state ID numbers unless you plan to use your Social Security Number to report your income. In fact, since you have so little knowledge at this point, you should spend some time discussing your needs and goals with an attorney who is knowledgeable in setting up business organizations. If you do this wrong, you could be looking at big trouble.
You should consult a business lawyer who is familiar with Illinois law. Generally, you will need to register with the State Department of Revenue (https://www.revenue.state.il.us/app/ibri/) and you may need to get a business license from your local municipality as well. It'd be a good idea to consult a CPA as early on as possible, too. That way, you won't get too far down a path that turns out to have costs that could have been avoided.
Both prior answers are right on point. I would also like to point out that purchasing "inventory" for your business without paying sales tax on your purchasing property has some hefty penalties. You are likely signing statement saying that you are registered dealer (vendor) in your state, which you are not. That is likely subject to some pretty hefty fines, if not criminal penalties.
You really should have a sit down with a good CPA or Attorney knowledgeable in both new businesses and online retail. You likely need contracts drafted to protect your interests in the business.
I hope this answer helps some. You question is so broad that the best answer is really that you need to speak with a good, local adviser on how to proceed.