As said, it's illegal work there and the repercussions could be pretty severe. I always find it's a good idea to think about the worst possible outcome of something - could you live with that? If yes, it might be an acceptable risk. If not, likely best not to take that risk.
There are, obviously, a couple zillion prostitutes working in the US despite these extra risks. From what I can gather, the most important things are A) knowing how to vet clients so that you can make sure you don't meet any policemen, and B) knowing where to advertise to get good clients.
Both of those questions can either be answered by US-based escorts here, or by researching US-based forums. To save time, if I were you, I'd just hit every single possible US-based prossie-related website and read *everything*. Probably twice, since that always helps when planning a massive endeavour like either starting escorting for the first time or doing it in a new country for the first time.
There are bunches of US escort blogs around if you search for those, too; try Googling "Jenny di (de?) Milo" for starters. I'm not saying she's the CEO of American Sex Work or anything, but she has written quite openly in past posts about how to work sensibly in the States. If you read as many different people's stuff as you can you should get quite a well-rounded idea of what others are up to, then you can start to weigh things up in your own mind and make your decisions.