Start learning, start reading, start asking questions, start experimenting. The same advice could be said about a new workout, a new sport, a new skill, a new job, etc...
If you are interested in reading about how I got started, you can check out part one and part two or click on the "About Me" tab on any page of the blog.
Once you have a handle on the answers to these questions, you can start to craft a strategy before you begin accumulating points.
One challenge in this hobby is the accumulation of points in disparate accounts without a goal. This can lead to hundreds of thousands of "orphaned points" in which you have a lot of points but not enough to redeem any of them for anything cool. Thus the need to have a goal and a strategy before you start applying for credit cards, maximizing spend bonus categories, dining out, or shopping online.
I don't believe this is a "10,000 hours" type hobby. After a year of effort, I knew a lot, After two years even more. After four years of concerted effort, I'm pretty much an expert in a lot of the basic strategies so maybe more like a 1,000 hour hobby. I've earned and burned more than 5,000,000 miles and points for my own travel and helped others earn and burn millions more to help them make their travel dreams come true.
So get started today by reading more on this blog (and others) and drop me a line if you have any specific questions.