I worked in a product development consultancy and a few of us decided to build our own escape room as an entry into the company's "startup accelerator". The company was thoroughly unimpressed with that as a money-making prospect and refused to fund it, but by that time we'd gone and tried a couple of local escape rooms ourselves. We found them to be fun but so undeniably crap that we were immediately convinced we could build something ten times more exciting.
Without much more thought than that, we did. One of the older and more financially capable of us decided he could use a bigger shed anyway, and rented a warehouse where we built our first game. We convinced ourselves the route to money making was to automate everything and thus never have to pay game-masters to run things, so I wrote a heap of python to network raspberry pis together and have them listen to and actuate hardware in the rooms. I wrote a DSL so that we could write more or less plain-english "stories" that would make the hardware do things when the players did things, accounting for there being multiple players and the potential for out-of-expected-order actions. We did all of this in a couple of evenings a week over the course of a year or so. We expected to then find the right venue and build this game and a few more there.
I don't entirely remember how but I bumped into someone at a gaming expo who led me to my country's largest entertainment venue company, and they sent a bizdev guy to check us out. Within a couple of years we'd sold them over a dozen rooms and became responsible for a decent percentage of their total revenue, all while taking a reasonable cut. I think I worked a two month period at about three days a week to get our first venue operating, but other than that I held a different full-time job the whole time.
Fast forward another few years and we've survived COVID and have opened our own venue with what is probably the best escape room in the world. Definitely in the top-ten. My co-founder works on the business full-time, along with a few others now. We're still entirely self-funded and are profitable with just this first room. Our next rooms in the venue go pretty-much straight to the bottom line.
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So to answer the actual question - we just built something that people wanted. And that we wanted to see exist. The first part is bog-standard Paul Graham advice, but the second part is important too. We wanted it to exist so we were motivated to keep at it until it worked. Paraphrasing the common cliché; it's taken us seven-ish years to become an overnight success.