Should I get a business license if I want to do in-home personal training?

by Jessica
(Arizona)

Hi, I am currently transitioning out of working for a fitness studio, and I am going to start doing in-home personal training. I have reserved my business name with the state, but now I am confused as to whether or not I should license my business as an LLC? How soon should I do so- I am still in the early stages and have not acquired any clients yet... so should I wait until I am up and running to get a business license, or is it not even necessary? I guess I am just confused on the steps I should take since it's not completely regulated. Can I get an EIN number if I am not a licensed business? I just want to know what steps I should take so I am legally secure.
Thanks.