The usual first steps are a co-signer credit card, a store card (e.g. Newegg store card, or some tire store card - the tire shops love to make these up), then the real one.
Another great thing is to buy a car with a co-signer parent - especially if/when dealers have the 'graduate' deals. I did that for my daughter and built her credit score up to 700s right away and saved $1,500 in the process because of the deal...
