Becoming Freelance

I'm looking for advice on becoming a freelance programmer. My main expertise is in automated tasks, Python scripts, web scraping, and some database management with SQL. I'm a finance grad but realized I should have went CS when I took a CS course as an elective when I was a senior so I'm self taught. I currently work in commercial real estate doing data mining and various "gray hat" lead acquisitions. So my questions...

How difficult is the journey? How hard is it to win contracts? How did you build your portfolio to get started? (because everyone want to see a portfolio)