Did you go to college?
I'm on the Van Wilder program, still trying to finish my Master's but not in photography (used to be my main plan, but now just finishing up a backup plan).
Set up your own business straight away?
Nope, thing called self-teaching. Took a few years before saying "OK, let's go" into a business. There's a lot to learn before running a business and it's not all photography related - marketing, research, finance, etc. has to be learned and appreciated. Once you set up a business it turns into 15% shooting and 85% all the other stuff.
interested how you "Pro's" got the job you have now and what you did to get there.
I created it mostly by working my a$$ off, sleeping in stadium parking lots and on coaches floors, driving 4-7 hours one way, shooting a game and then driving back frequently (ah when gas was cheap, remember those days?), still remember the first summer I could actually afford hotels every trip and not once sleep in my car! A lot of networking over the years and a lot of hard work is what did it.
looking at taking a photography specific course, and I was wondering, how many of you took courses, or just went out and started work in the photographic world.
Never took a course but wish I did just to learn some new things. Marketing and business related classes are important and many photography students overlook them from what I've seen/heard.