Do I need a portfolio of past projects to start marketing my consulting business?
It's a good idea to think strategically about exactly how you envision your consulting business to roll out, so that your elevator pitch and collaterals (including your website) highlight the work you want to get hired for now.
I'd also suggest contacting some of the folks you did projects for to see if you can get one or two testimonials (which can be anonymous, just stating company industry and type of project if that's their preference). Include those in the promo card or brochure and your website. With a professionally designed tool kit (a website, business card, brochure, promo card and oversized postcards that you can get a PDF of to send out online) featuring a smart, professionally designed logo and tag line, you should be ready to rock!
Best of luck!