What I'm about to say comes with no guarantees of any kind, express, implied, or otherwise regarding its accuracy and cannot be considered legal advice:
CA will indeed let you buy a set (assuming that by "a set" you mean a set of picks or even car linkage manipulation tools etc). Where'd you hear otherwise? My understanding is that owning the tools is fine, whereas committing a crime or otherwise bogging things up with the tools, obviously, is not. For example you can buy a hammer at a hardware store and it's just a hammer until you beat someone to death with it, at which point it is considered a "deadly weapon" and your charges will reflect as such.
Further, if you're interested in entering the trade in CA, you can become a licensed locksmith with literally zero experience. You'd need to file papers with the
BSIS -- you'll need to attach a couple of passport-sized photos, proof of your LiveScan fingerprinting (this costs money, can't remember how much), and eventually file for a
Fictiotious Business Name with the Santa Clara County Clerk (assuming you live in San Jose) unless your locksmith company name uses your surname in it. That's.... pretty much it. It's paperwork and a little money (less than $200 for everything -- much cheaper than going to a locksmithing school), nothing else.
With all that said, I know of a few schools the bay area -- I'm not sure about any in San Jose proper, but I'm sure there are some in other areas of the bay -- Redwood City, Oakland, SF, etc.
Clearstar has a very small list hereAnyway, my main point was that, again, there's no reason that I am personally aware of that you can't buy tools of the trade and decide whether or not you're interested before investing in starting a company or enrolling in a school. Try asking other members of the forum for backup on this. Or consult with a lawyer

Welcome to the forum, by the way.