You have to be known for something, then you hire people to help you develop the idea, get money (producers or TV) you hire a crew to film a test show/pilot as well as for ideas, get feedback from test audiences that sit in front of a TV and critique it, and then shop it around to be syndicated at conventions, or if the network owns it, then it's up to them.
You will soon dread "sweeps".
A lot of talk shows are out of New York, Chicago, Los Angeles,and smaller markets throughout the country, so you don't have to go to "the big city"... 2 year Communications degree, A.S. is pretty much all you need and maybe some experience interning for a local TV station, even if it's public access or PBS.
You want to take a syndicated show over network because there's more money made in it, it's definitely something to get into as young as possible and try to move up in as fast as possible.