Essentially, you can work under someones license (mentor) until you are "trained." Then, you can pay to have your background checked, pay to have a license, pay for insurance and pay for local permits.

Then, you can have the title "Locksmith" after your name (Once you pay for your business cards.)
In the mean time, start a lock-out business (take a pistol and a big friend with you.) You'll meet very interesting people and have plenty of "neat" experiences to share.