I have a jewelry business that I do on the side (I'm actually closing it down this year but may still do small shows) You definitely have to differentiate yourself in some way. Pick an edge - whether it's jewelry made from recycled materials, products targeted to a specific market (like moms), or something that will set you apart. Stringing beads is easy and that's why there are so many jewelry vendors at craft shows.

Beadstyle magazine is a fantastic source for ideas and supplies. There are lots of weekend gem/bead shows which are also great for supplies since you can see what you're buying first-hand. Check out firemountaingems.com for tons of supplies. Big bookstores will have lots of books on different techniques, so it's very possible to become self-taught rather than taking classes.

Alyssa