It's a tough industry to succeed in, but it can be done. First, you need to decide what specific area you want to focus on. General gunsmithing? Custom building with existing platforms? Completely manufacturing firearms from raw stock?
You also need to evaluate yourself honestly. Desire is only one of the requisite traits; You need to have the aptitude. The whole "you can do anything you put your mind to" bit of rhetoric is hogwash. People are just born to do certain things, and will struggle with endeavors they don't have an innate talent for. Some folks are meant to be artists, some doctors, some lawyers, and others design, build or fix mechanical things. If you want to be a gusmith, you need to be good with math, good with your hands and have an eye for both mechanical and artistic lines. If you want to run the business as well, you need to be good with people. If you can't deal with your customers or employees, you won't be successful in running a business, regardless of your talents in the trade.
I don't mean to be a buzzkill, I've just seen too many people go into something because they wanted to, but they just weren't cut out for it. It may be that they have the drive, but no skill. Maybe they have the skill, but lack the discipline. Sometimes they have the skill and the motivation, but their people skills aren't up to par. Doesn't really matter which combination it is, failure is the outcome.
If you believe you have what it takes to do the actual job
and run a business, many others have made good suggestions for schools and courses.
Entrepreneurship is about living your life like others won't so later you can live life like others can't.
Maybe for you. Most small business owners don't aspire to be rich, only to succeed. With a very few exceptions, becoming wealthy requires one be rather unscrupulous, willing to step on other's heads to get to the top.
I run an honest business, and I make an honest living providing a quality service at a fair price. I'll never make millions this way, but I can pay my bills and sleep at night, knowing that my customers are happy.