Stacy,
If you are selling your home baked goods as permitted under the MO food cottage statues at flea markets or farmers markets, most of these already have a blanket business license that covers their vendors. If you plan to set up a stand at the local Home Depot, or the like, you may need to check with the city to see if you need your own separate business license. Either way, a call to the business licensing department is best. Also you may want to check with the health department. Though the statutes allow you operate and bake out of your home without any regulation or inspection, there are many other ways they can regulate you outside of your home. I have already run into two issues with my local county health department, and though I believe they are incorrect, I do not have the financial resources to bring a legal challenge to their decisions.
The best to you in your endeavors.
– Mike