Get some head shots made. These photographs are usually used as a sort of advertisement for an actor. They are given to people making productions or to talent agencies. They give producers and casting agents an idea of what you can physically bring to the table. Make sure the photographs are professional. You want a flattering, professional photograph, not a snapshot from vacation.
Take some acting classes. Most local theaters have some sort of acting class they offer to potential actors. Remember that any help is good help. The advice and lessons that a professional can offer should never be ignored. Taking some acting classes will not only help you hone your craft, but could also get you some credibility to someone that has connections in the realm of acting.
Compile a resume detailing anything at all that may be appealing to potential casting agents. Be sure to include any experience at all, whether it be in a high school play, college class or commercial advertisement. Another thing that is crucial to include in your resume is any training you have had in the acting spectrum.
Get your name out there. If you are trying to start a career with no experience, people need to know who you are. Attend any functions that may give you an opportunity to socialize with people that are already in the business. Do not be pushy about wanting an opportunity, just be friendly and make some connections.
Audition for as many roles as possible. Keep an eye toward opportunity rather than money. In the early stages of starting an acting career, well paying jobs are few and far between. Your focus should be gaining experience rather than making a living. Once you have compiled a good amount of experience and training you can start to filter your auditions based on compensation.