Take a look at
This thread for starters and also get saving as the average start up is around £15k to do normal locksmithing and that doesnt include months and months practiseing before you can pick locks at any consitantcy.
If your serious and want to get goin, stick around and have a right good read ogf the site, theres threads on starting up, what to buy, the law in your area, licensing, stock, practise etc etc you will learn more here than on the simple courses out there.