Start buying and reading books and buying good hand tools. Get a Brownells catalog. Learn how to use files and stones. Buy good ones. Buy junk guns and work on the them. While there are some really good smiths on some of the forums and they are happy to help DO NOT attempt to learn anything from the home made videos on Youtube. Like Terry G.
I worked for myself for about 10 years on only handguns (1911s, S&W revolvers, BHPs Rugers of all types with only hand tools. A drill press can do a lot of turning work of small parts. You have to either buy or make lots of fixtures and jigs. Long guns will pretty much require a lathe. Being able to diagnose and repair by changing parts works as long as you understand that just about every part you install will not fit properly. You have to learn how to do precise fitting and set clearances. The biggest challenge to me was learning new guns constantly. They are like those Chinese wooden puzzles you had as a kid.