One of the biggest benefits touted by vets are government set asides or the preference federal government offers for veteran owned small businesses.
The reality is that when you start out, you're an unproven business competing against other "small businesses" which they classify as up to ~30 million in revenue. That's a big competitor to the new guy!
Get your foot in the door on federal contracts by building relationships with larger players and come in as a sub to build past performance and grow from there.