Well, everyone starts out differently...
I personally started with years of interest in chemistry, physics, metalworking, math, geometry, electronics, and biology. My magic came from my interest in these things, and extensive research.
If you start with the very basics, you can build from there. To me magic isn't a way to ignore the laws of the universe, but rather to take advantage of them for personal benefit. I needed to know these laws to even begin to think of ways to take advantage of them.
Generally, starting with the most basic of things: what you will define as magic, what the most basic rules of magic is, how the world around you works... Then you can build on top of these basics, and I've yet to see anyone with any degree of success that didn't start from the basics.