It's fairly rare that a coach opens an LLC. There's no tax advantages, and not much in the way of personal protections. Tim on our team did not open an LLC in both states where he ran coaching practices. He was a sole proprietor in both cases, with a simple business banking account, which was based on his SSN without need for a separate EIN. Whether or not you need a business license will depend on your specific state.
You might consider an LLC if you have considerable personal wealth you're concerned about or if you’ve hired others to work under you.