Dino,
Until I moved to my adoptive state, in northern New England, I was a native of new jersey. I started collecting knives in the late 1990's because I was so sick and tired of gun laws in my native state.
Over time, I became a serious collector and was made an Honorary Member of the Knifemaker's Guild. This got me into shows early and allowed me to cultivate relationships with the makers.
And I thought guns were expensive! I have sold the majority of my knife collection but it was a great ride. There is nothing wrong with what you are doing. You don't have to be a member of the Knifemaker's Guild to make knives. However, I have heard many stories of great knife makers who started the same way you did.
If you google the Knifemaker's Guild, they may have information that will benefit your hobby. Best of luck in this pursuit.