You have asked two questions, one about a clothing line, and one about producing DVDs. The starting point will be similar in either case. You need a good business plan. It might be easier to start with one thing, as that way you can put your resources (time, energy, funds) in one place and build that first. It isn’t just a question of documents….. How much money do you have for start up? What are the costs associated with actual production? Are there any skills needed for any part of the process that you do not have, and what will it cost to hire people with those skills?
Harris is right in his answer to your question. I know a couple of people who had clothing businesses over the years… you most definitely need to talk to a lawyer, but the money you spend for that conversation will be better spent if you have done some research and have a specific business plan before you have it.
btw, when figuring out the costs remember to consider the costs of buying vendor space. Large conferences will have much higher costs. You might also consider streaming your workouts, rather than going to the work and expense of producing DVDs. I know of people who have been able to monitize this.