I'd say the biggest challenge for any start-up artist would be producing songs people would love to hear. :iagree:
The second biggest challenge would be to get it played on a popular radio station, although I'd imagine if the song sounds great, the station will likely play it if it means the DJ knows its listeners will stay tuned in. Alternatively, get it distributed by P2P, get fans to share it with friends, etc.
As new listeners hear it, those interested will go looking to get the song. Once the artist builds up a decent fan base such as via its website, then it's time to make money with a combination of website ad-revenue, donations and public performances and gradually work up to concerts.