If you're operating in a grayish legal area, start worrying about laws once you're so big that your government worries about you. If I did my last startup now, I'd spend all the money I spent on lawyers, on marketing. By the time we had on paper that our business is operating within the law, we were down a big chunk of money that we later desperately needed to gain traction. If you fail, no one will care to sue you anyway (specially not your government). But if you make it, you'll have money for lawyers and money to eventually make it more legally acceptable.