The "Writing" industry doesn't hold your hand.
If you want to write novels, well you most certainly will need a day job until you've published one or two so that you can survive on the royalties.
If you're confident in your work and you have a number of people you can get feedback from, you may try competition-entry. There are a slew of short story competitions that usually have a monetary reward of some kind! Not only do you get vital practice, you can win actual money, and even if you dont they usually give you feedback. Poetry competitions also exist.
Screenwriting is of course, it's own beast. If you haven't already, I'd try writing in all manner of length, form, and medium--so you know yourself. Especially a screenplay. If you're practiced, you can pump out scripts anywhere between 2-8 weeks and get paid for it. Script Doctoring is an option too, no royalties or residuals, but you get a lump sum up front.
You also need a portfolio. If you haven't developed one or started to develop one, I would have 4-6 samples from whatever medium you're primarily concerned with ready to show. Next, I'd recommend a literary agent... someone to get you opportunities, negotiate on your behalf, and generally keep you in check. Which brings me back to my last point, this is a screenwriting thing, but probably good advice in general--you may want to try and stick to a certain genre. It makes you more sellable.
Of course, you can probably find work doing journalism of some kind or any sort of writing for papers, magazines, etc. Take a look at Script Coverage as well. Basically, you read scripts and summarize them for little to no money, but its a job and good experience. There are similar positions for publishing houses.
I'm Junior in college right now, getting prepared to go into the screenwriting industry. By no means am I an expert, but I can probably answer a question or two if you have them. Here or in PMs.