Look through a magazine and critique the advertisements. A good way to develop your early skills, and to create a portfolio to show prospective employers and clients, is to take existing advertisements and improve on them. Don't limit yourself to magazine ads, however. Look at all of the different types of copy listed in the first paragraph of this article. You may want to practice all of the different styles, or you can focus on the types of copy that are most interesting to you.
Copywriters often have specialties.
After you are more familiar with copywriting, you should look for your first employment opportunity. This might be a junior position at an advertising or marketing firm, or it might be small jobs for the people you know. Little jobs like these will give you experience working with new copy, and they will also get you used to working with clients, even if the first clients don't pay. The key is to improve your skills, and to build a portfolio of your work. From there you can branch out to bigger clients and better paying jobs.