If you'd like to sell online, try Etsy.com or eBay. People even sell flies on Amazon. Selling from your own website will be difficult because no one will know about it. There are many more "eyeballs" looking at Etsy, eBay and Amazon. You will have to pay some fees, but at the same time selling directly to the end customer on the internet will allow you to charge a higher price than selling to someone (like a fly shop) who's going to turn around and sell your flies to someone else. But if you do sell to a fly shop, their orders may be much bigger.

I recommend you also start posting on Flytyingforum.com and ask for more advice there. There are numerous current and former professional tyers participating there, and I've seen them give advice to people like you.

Good luck!