If you want a tax ID number, you can apply with the federal government (IRS), unless you are a sole proprietor - in which case you may simply use your social security number. You will need to apply to each state (Dept. of Revenue) separately for sales tax numbers to go with your tax ID number.
A vendor license is generally not required if you are participating in festivals, since you will be permitted through the event sponsor. If you were a street vendor in the city of X, not affiliated with a festival, that city might require you to have a vendor license.
For more information on license and tax ID info, check with your local government as well as the festival that you may be vending at.