The first thing you need to do is show prospective clients what you look like. At a minimum, you need a headshot and a full length shot of yourself. You have two options here: take them yourself or hire a photographer. If you take them yourself (or have a friend take them for you) make sure they are clear and well-lit. Nobody else should be in the photo but you.
If you decide to use a photographer, you can find one on one of the many modeling websites out there. Some sites to check out would include ujenatalent.com and modelhayhem.com. You may be able to find a photographer that will do a test shoot with you (for free or at a reduced price) or even on a TFP basis. (TFP or Time For Prints is when you pose for a photographer in exchange for free or discounted portfolio prints or images. It is sometimes referred to as TFCD or TF* as well.)
Once you've got some sample images of yourself, you can put some up on a modeling website and try to get some work with additional photographers. (Do not expect every photographer to shoot TFP with you. Established, experienced photographers will be less likely to shoot you for free.)
At this point you need to decide what type(s) of modeling you're interested in, what photography styles you're comfortable with and willing to do, and what your limits are as you will be showing this information in your profile information. I do NOT recommend using a made-up alias for your modeling career. Instead, just use your first name, without your last name. (Stage names are for strippers and porn-stars - not models.) It is also a good idea to read some other people profiles before you write your own to see what is appropriate to include.
After getting in a few shoots, you'll want to assemble a print portfolio too. You can find a simple portfolio folder at most photography stores. Different agencies require different size portfolios, but 8x10 or 8x12 will be your best bet to start with. These sizes are fairly inexpensive too. Your print portfolio should be limited to your BEST work and should never contain more than 20 images. It's purpose is to get attention and act as a resume. It should not force someone to put it down halfway through because it is too long.
One last thing to add here: If you don't have one, get a cell phone, keep it paid up and keep it turned on. This in now your business number, it will go on your business cards, comp cards, websites and anywhere else you can think of. Having a cell phone also means you have voice mail and will not have people calling your home phone at odd hours of the day either.
