As others have noted, there are some obvious obstacles: regulation (do you need guiding permits? Permits to lead commercial groups on the routes you want to do?) insurance (can you find coverage that is affordable?) and basic business skills (incorporation, accounting, taxes, etc. You generally DONT need a lawyer for this stuff, but don't be afraid to pay for a professional, e.g. accountant, when needed, it can be well worth it. Start by finding an experienced business person (through your SBA maybe) you can talk to briefly for free, they'll tell you when you need more help.)
I want to emphasize one piece of basic business advice: none of it matters if you don't have customers.
in the beginning we will advertise single-pitch rock climbs
Marketing is a lot more than advertising. Your business plan starts with a clear understanding of who your customers are and why they will call you, rather than go to, say, the nearest rock gym. Maybe you can offer something the gym doesn't want to do, and the gym would be willing to provide you with referrals, maybe in exchange for a kickback? Ditto for outdoors stores like REI that sell or rent equipment... just tossing a couple of ideas out there. You won't know if these are good ideas until you talk to your customers and to these potential sales channels.