The best way to start is to put your toes in the water after you have done some reflection and made some basic decisions based on your homework and the knowledge foundation you have built. I started by buying stocks in high school. I lost money. I did not lose money because they were bad stocks or companies. I lost due to inexperience and lack of knowledge. I did not know how big my deficits were at the time as I was ignorant and did not know it. Looking back years later I eventually came to this realization.
Achieving proficiency as an investor takes at least a decade in my opinion and possibly longer. Along the way, many successful investors I know lost money in their first decade as an investor as they lived through the process of figuring out what style and approach worked for them. It is not easy sticking it out this long if you are achieving sub par results. Developing the skills required for eventual long term success takes time and losses. Charlie Munger's quote about investing hits the nail on the head as he says something along the lines of: "investing is not supposed to be easy. Anyone who finds it easy is stupid." Howard Mark's of Oaktree Capital Management recently published a fantastic easy titled "It's Not Easy" that deconstructs Munger's quote and describes why making money by investing is so difficult. I would highly recommend Mark's essay which was published recently and can be found on the Oaktree website.
I know that losing money while you become seasoned is not appealing but a necessary ingredient for future success. In my opinion a necessary part of the learning process. The key is to figure out why you lost (and no it is not the market, economy, the US president or your neighbor's fault, etc.). The responsibility for your losses, decisions and results lie squarely with you. Once you internalize this reality you will have a chance to make progress. Some folks get here faster than others. Some folks never get here.
There are ways to shorten the learning curve to make the process less painful. One of the best methods I know is to stand on the shoulders of giants by studying what they have done and how they did it. Education and open mindedness go a long way here. However, even if you study successful investors you will ultimately be required to find your own way in this journey by making your own decisions and taking responsibility for the results.