Remember, that the sports industry is just like any other business. A successful sports agent requires a good business acumen and a solid understanding of labor laws, that include the collective bargaining agreement (or CBA) and union rules and regulations. In most cases, unless you have a well established athlete signed on, any players you sign will likely have a "rookie contract" which limits the amount of money they can make. The big contracts won't come until they are eligible for free-agency which can take several years depending on the league/sport. So having a strong marketing background will help to understand the potential market for sponsorships and endorsements in order to earn additional revenue for both you and your clients.
Knowing all this, my recommendation would be to focus on a core business degree (accounting, marketing, finance, etc) and begin your hunt early to network with established professionals and find potential internships. While a degree in sports management may be a "nice to have", it's not necessarily essential. Law school is certainly not mandatory and most agents are likely to hire a 3rd party law firm to handle their legal issues. In my opinion an MBA would have more weight than a law degree.
Best of luck!
You should major in sport management or business and then go to law school. Being a sports agent takes a lot of work, but if you are motivated, you can do it!