I have had my own business as a personal trainer for over 18 years. In that capacity, I am self-employed, and it constitutes most of my income. I also teach classes at local wellness centers where I am an employee.
How is it? I absolutely love what I am doing; it does not even feel like work. At this point, I am well-established.
Getting started is another story. It’s been so long that I probably forgot all the frustration but getting the first few clients is not easy. You may need to start training friends for free just to be ‘out there’ and visible. This question has been posted many times here, and you can peruse the answers there for many good tips and advice.
Working at a gym was part of my start as it gives exposure. Teaching classes to me is both enjoyment and a way of self-promotion because people can get familiar with you.
I wish you good luck.