Start by researching the market and making some key decisions about what kind of career you would like to have as a music video director. Are you interested in being jack-of-all-genres or would you like to be known as a go-to auteur for hip-hop, pop or noise acts? Decide on a career path you can be passionate about and study videos in the field and learn the established rules, so you can conform to or subvert them. Is your ultimate goal to freelance as a music video director or to be on staff at a production company that specializes in music videos? (Although the former can be done, it is much easier to gain consistent work as a member of a production company team.)
Now that you have narrowed your options, find a music video to direct. Assuming that you have basic knowledge in general film production techniques, it`s advisable to gain specific music video experience. This can be done as an intern at a production company or as a crew member on locally shot videos. If you have the passion and resources to make a few music videos on spec, connect with unsigned acts who would love exposure for their music. Be sure that the band understands this is a one-time-only arrangement and don't advertise your free services. You could also create a video concept using open source music or license a song particularly for this purpose. Some notable music video directors got their start filming live footage or documentaries of bands they were friends with, although you must still be able to master the storytelling aspect of a music video.
Become proficient in writing treatments, prose-like outlines that serve as the script for a music video. Make the treatment specific to a song and artist. Describe the pacing, vibe or tone you are trying to achieve, where you will be shooting and what props, scenery and costuming will be needed (this helps with planning the production budget as well.)
Compile and edit a demo reel out of these music video productions to showcase your talent and prove your experience. Depending on where you want to end up as a music video director you can put the reel up on various websites designed for this exhibition, send it to the appropriate department at a production company or in some instances send them to a music label or individual artist.
Once your reel captures the attention of an interested party, go into preproduction. Write the treatment, meet with the band or artist to solidify the concept, meet with other personnel to make sure you are properly crewed and ready to film. Ensure the audio and visual images will be complimentary. Shoot and edit the video.
Add new videos and credits to your portfolio and reel. Publicize online and while networking for upcoming projects and find that next music video directing gig.