/Hi dede123,
That is such a great question! I wish I had a better answer for you as I personally and honestly have no idea. I think that is extremely ambitious and creative of you to ask. 
I would probably start off doing a google search and see how you would get started and who to partner up with. Sephora does always take submissions of new products (ones already made, etc.) but I wish you luck if you are planning on this path!
/Hi dede123,
I agree with Diana! That's a very big, but very doable dream. From what I hear, most cosmetics entrepreneurs partner with a chemists that specializes in cosmetics to help in making their inventions a reality. Since most cosmetics brands start off as a small business, I would recommend reading up on or taking workshops on how to start a business along with marketing. Also having a business plan will really help you out. What sort of cosmetics do you want to sell? What do you want the packaging to look like? What about the logo? Having defined details for every aspect of your dream line will truly help you in making it a reality.
Sounds very fun! I've played with the idea of creating my own cosmetics line, thinking up color swatches and product names would probably be my favorite part 
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