I have seen several learn at home course, dont know how good they are.
I started out as a gun-nut and progressed from there.
A lot should depend on what and how much you want to do.
Full line gunsmith, basment gunsmith for your own benifit or a specialist, ala 1911 only.
If you have a local vocational school, see if they have a machine shop class, take it. this is a good start.
I have seen Daves work and his on line class should be very good, he is also working on DVDs, I think he has one or two out already.
There are also a lot of books on gunsmithing, always a valuable resource. Id say I have 50 or 60 books some are ref. only, some are worthless and some are worth there weight in gold.
It takes a lot of time, paticnce and money but if you enjoy it its worth it.
Buy the best files and equiptment you can, start small and work up.