Start small.

Build something you`re passionate about, and go through all the phases: market research > product outline > dev/design > test > release > marketing

See what works, what doesn`t and most important have fun building it.

Small projects like: http://umbrellatoday.com/ or http://bouldr.net are the best thing to start off with, gain experience and network the hell out the local tech/biz community.

Good luck and have fun!