you'll need a tax id, and you'll probably want to file for LLC to protect your arse. I dont think you need a business lisc. to dj. Yes you need to worry about taxes, it sucks, and your gonna take it in the rear from the govt. keep on top of your taxes and do em quarterly instead of yearly, the bite wont hurt as much.. and keep in mind you can write off almost all of your taxes (as in not have to pay em) if you can accout for where it was spent and show that it was spent on the business (food, gas, mileage on your car..)
I've done this in NE so if you have any questions that arent state specific shoot me a pm