Infant Massage teaching

I am a recent Massage Therapy graduate and take my licensing exam at the end of the month.I also am a Certified Infant Massage Teacher and would like to start marketing a business with this for the mean time.You do not have to have a license for this to work,but, do I need a sole proprietorship or work as an independent contractor? Secondly,do I have to obtain a business license or get a EIN #?If anyone knows any of this information,please share.I am a little lost on the subject and have not gained much information on the internet.Thank you!