I have been painting for 6 years now and I was wondering what the steps are that I need to take to make my own business?

You will have to get a contractor's license, the requirements to get a license vary from state to state. In California, the following basic stuff is needed:

To qualify to become a licensed contractor you must be 18 years of age or older and
have the experience and skills necessary to manage the daily activities of a construction
business, including field supervision. Or, you must be represented by someone
else with the necessary experience and skills, who serves as your qualifying individual.
The contractor or other person who will act as the qualifying individual must have had,
within the ten years immediately before the filing of the application, at least four full
years of experience at a journey level, or as a foreman, supervisor, or contractor in the
classification for which he or she is applying. The experience claimed on the application
must be verifiable and individuals who have knowledge of the experience must
certify the accuracy of the experience information provided by the applicant (page 3 of
the application).
All businesses or individuals who construct or alter any building, highway, road,
parking facility, railroad, excavation, or other structure in California must be licensed
by the California Contractors State License Board (CSLB) if the total cost (labor and
materials) of one or more contracts on the project is $500 or more. Contractors,
including subcontractors, specialty contractors, and persons engaged in the business of
home improvement (with the exception of joint ventures and projects involving federal
funding) must be licensed before submitting bids. Licenses may be issued to individuals,
partnerships, corporations, or joint ventures. The CSLB does not issue licenses to
Limited Liability Companies (LLC’s).
Yes. Here are some of the exemptions:
• Work on a project for which the combined value of labor, materials, and all other
costs on one or more contracts is less than $500 falls within the minor work exemption.
Work which is part of a larger or major project, whether undertaken by the
same or different contractors, may not be divided into amounts less than $500 in an
attempt to meet the $500 exemption. Until January 1, 2005, unlicensed contractors
were required to provide a purchaser a written disclosure stating that they are not
licensed by the CSLB. This disclosure is no longer required;
• An employee who is paid wages, who does not usually work in an independently
established business, and who does not have direction or control over the performance
of work or who does not determine the final results of the work or project;
• Public personnel working on public projects;
• Officers of a court acting within the scope of their office;
• Public utilities working under specified conditions;
• Oil and gas operations performed by an owner or lessee;
• Owner-builders who build or improve residential structures on their own property if
they either do the work themselves or use their own employees (paid in wages) to
do the work. This exemption is only valid if the structure is not intended to be
offered for sale within one year of completion;
• Owner-builders who build or improve residential structures on their own property if
they contract for the construction with a licensed contractor or contractors. This
exemption is applicable only if no more than four of such structures are offered for
sale in any one calendar year;

Good luck! p.s. a bunch of local cities and towns also require a local business license. That just requires an application and $$.