My opinion probably isn't as qualified as these other guys- but here's my $0.02 anyway:
Teaching is directly proportional to leadership. If you get a job (or other experience) that will teach you leadership, you'll do fine teaching.
There are two types of leaders: Those that lead by ability, and those that lead by appointment. Just because you open a gym doesn't mean you're a leader. Be proactive in all your studies (as it seems you have been).
Don't worry so much about the degrees (pieces of paper) as about what you'll learn in the process. I have friends that are teachers, and getting a degree in teaching can be a real pain depending on your state/institution. Better yet, I'd recommend getting a business degree (and moreso- understanding of business). Many brilliant artists have gone bankrupt by not understanding business principles. Contrarily, anyone that understands business principles will usually turn out ok in the end, no matter what.
Also, you should also consider your future investors. The money you put up for this endeavor will likely not be your own. If it was your money- who would you loan it to? Someone with a teaching degree, or someone with a business degree? I’d loan it to the guy I trust will get me my money back with interest.
