I had to join the CBA (California Blacksmithing Association). Each state I believe has a blacksmithing association. You just have to look them up on the web. So were you take it will depend on were you live.
I went out to a guys shop and it was great. Their were only two of us their. I got a lot of personal attention and got to watch the other student who is more advanced then me use the power hammer. (Note eye and hearing protection are a must.) What would have taken me 30 or more minutes with a hammer he did in a few minutes. Also he got a little carried away since it was his firlst time using it and got the bar a bit thinner then he wanted.
Though to be far it was my first time and my work didn't look as good as the instructors and it took me three times longer to get the same or close to it result as the instructor. Need to work on my hammering. Also were and how you hold it is important.
Lets see advice if you take a course. Usual eye and ear protection. Plus a single glove for your non hammer hand. the one you'll be holding the tongs in. Expect to get a blister on your palm if your not use to hammering.
http://www.calsmith.org/
I'm close to San Francisco and the closest class was in Santa Clara. Also their is a place in Oakland I belive called the Crucible that has more formal classes.