Examine your potential market. Do you have any connections at body shops, detail shops, wholesalers, car dealers, service centers, etc who will let you potentially do work for them? Think about your demographics. Are your potential retail customers making decent money? Create a list of connections, call them all and let them know you are getting trained.
Examine your potential competition. How many PDR techs are there in your area, and are they operating in your potential market? What are they charging? How much rapport does your competition have locally with your potential market? Keep notes.
Find out your states' requirements. You may need business insurance. You may need a sales license, you may need many things. Go to a local dealer and ask the office manager what their dealer requires from any of it's vendors (you in the future).
Register a business name. Go to your state's governmental website and search for info about registering a business. Go through the process of registration. With a PDR name, it should use words that tie in to the PDR industry. Dings, dents, PDR, dent repair, etc.
Order business materials. You will need business cards, invoices, and possibly some accounting items.
Go get trained and purchase tools. This one is obvious. You need to get training, and get a basic toolset. You do not need more than a basic set to begin with, as the first couple of months you need to practice, practice, practice.
Keep your day job! You will be hard pressed to support your family or pay your current bills when first starting in PDRso keep the job you have.
Practice on your connections. You need to practice, practice, practice. I know I already said that, but there aren't many people willing to give you a shot at working on their $40,000 BMW unless you are pretty sure of your skills. If you know someone who owns a body shop, or wholesales ask them if you can practice on their cars "for free".
Start selling YOU to your connections. They have a lot of options already for PDR. The difference you can make for them initially is that it is you performing PDR for them, even if it isn't the best they could get. Sell them on how every day you are getting better, and that this is YOU that they are dealing with.....
Finalize the legalities of doing business. Wrap up any loose ends with regard to doing business as a vendor to dealerships and body shops.