The vast majority of us have formal training, meaning a BFA or MFA in costume, theater, fashion, or closely related field. Most professional theatrical costume positions require or strongly prefer formal education. However, there are exceptions to that rule. Whether you intend to study costume formally or not, work on your sewing skills and fashion history knowledge. You can look into volunteering with local theatres, sewing businesses, etc. Take classes at sewing studios, or online if there is nothing available locally.