1) Decide what you'd like to do.
2) Decide it is something you might be able to do.
3) Know that you can do it.
4) Do it.
It is that easy, but you can get derailed at every step so watch yourself.
1) You have to pick one thing at a time and you have to stick with it all the way through ... at least the first three steps.
2) You must have the confidence and commitment to whatever it is you think you'd like to do. This is an act of soul searching and, finally, faith.
I'd like to be a stuntman, for example, but I'm not willing to spend the time and energy learning to throw myself safely off a building. (Oh, and I don't have the confidence either), I know this about myself, and as a result, I've resigned myself to a stuntman-free life.
3) This is where the commitment of time and energy comes in. You won't know you can do something until you've train yourself in the skills necessary. If you think you'd like to be an actor and are pretty sure it is something you might be able to do, then you need to prepare yourself to do it. And, you'd better prepare yourself well, because there are 100,000 people after the same thing.
Step 3 isn't about being perfect, but it requires that you know you can compete. Don't just believe you can do it. Know you can do it ... through training and confidence. This doesn't mean you have to be perfect
4) Don't wait for someone to let you do something. In theater, this is a dangerous trap. We keep going to auditions or submitting plays and we hope someone lets us play. The odds are not in your favor, so stop waiting.
Make opportunities for yourself.
Take your own risks.
Put yourself out there.