Start with a small circle of people, perhaps just yourself and one or two others who also want to exercise their right to privacy. Generate your keys and sign each other's public keys. This is your initial web of trust. By doing this you will appreciate the value of a small, robust web of trust and will be more cautious as you grow your web in the future. If you advertise your key then you make it that much more acceptable for others to advertise their keys.
Key validation is more difficult.
If you do not personally know the person whose key you want to sign, then it is not possible to sign the key yourself. You must rely on the signatures of others and hope to find a chain of signatures leading from the key in question back to your own. To have any chance of finding a chain, you must take the intitive and get your key signed by others outside of your intitial web of trust. An effective way to accomplish this is to participate in key signing parties. If you are going to a conference look ahead of time for a key signing party, and if you do not see one being held, offer to hold one .