Dropshipping - Should I set up a business for this?

I’ve been looking in to the world of dropshipping and am keen to give it a go myself.

I’m just curious if it would be wiser for myself to set up a business in order to do this or am I able to do it through personal means (i.e. through my personal bank accounts etc.)

If anyone could shed some light on this, that would be greatly appreciated!

Thanks!