I make short films.
Every week I have to come up with a story. Whether it be a short or a scene, I have to write a script, shot-list it and then shoot it. I do have several friends that I work with but it mostly comes down to me and one other. Writing is my favorite part. That initial spark of an idea and then adapting that into a script. When I do that right then directing can be pretty fun but I think I like acting better.
Story-telling is definitely key. Especially now when there is so much content out there (good and bad), you have to stand out. After that comes camera-op and editing. If you can master or be stable on those fronts then directing comes next, if you haven't already taken that leap. Now that you have all of these tools, apply them. Either use what you've learned in school or online, just START making films and DONT stop.
Here's the first step for college students
Take production classes. Some theory and aesthetic classes are great in the beginning but you can get lost in them in later semesters. When you take production classes you can use what you've learned and apply that to your own films. Just make sure that it's the RIGHT production class to your field. I don't know how many times I've taken the wrong class based on a professors recommendation. Do your own research, make sure it makes sense to what you want to do.
"You should join the navy, join the coast guard. Be an engineer, try becoming a P.A. or get an internship for a big Hollywood company. Work behind a desk or a counter."