You graduate, apply for loads of jobs, BUT find NOTHING and get ZERO call backs, SO WHAT! you can always do your own thing, and it doesn't have to be a HUGE idea with a big budget. It can be anything that makes you happy. Please know that starting a business is risky (keep some of your savings aside!) and know that it takes 3 to 5 years to be a STAR (hopefully shorter) so don't be discouraged, but be realistic.
1- Come up with an idea (read, evaluate what you are good at, sketch ideas, look around, find solutions for existing problems and just explore).
2- Find start up business programs, and these days there are a lot of free resources and events you can attend. For instance, the University of Salford offers a series of entrepreneurship lectures (which I summarized for all you to benefit from), and there is StartUpBritain where it's a free event that you show up to, and they could give you some advice.
3- Believe in yourself and work HARD! :)