I have used both identities for a small business. The Sole proprietor enter mingles their own financial identity with a business. Here are some of the pros and cons of each. A sole proprietary is easy to get up and running using you own credit etc… The cons to this is you can be personally sued or go bankrupt if your business does. For a LLC you need to file articles of incorporation with the state you reside in order to do business. When I filed for LLC, I made myself the agent and also added my husbands name as an officer. The process costed $160 ( $35 was optional). Here is the link to Florida’s organization website https://efile.sunbiz.org/llc_file.html.
If you Live in another state google your state and LLC to find their website.