I'm self taught when it comes to computers and software development. For years before I landed a paying development job I did a lot of hobby projects. When I decided to take the leap and landed my first development job I took a fairly steep cut in pay. I was single, could afford the cut and was doing something I really wanted to do. It got the experience I needed and after the first year and changing jobs, my pay substantially increased.
I realize not everyone can take the approach I took. It may not even work these days. I did this 38 years ago when the industry was a bit more accepting of developers without a college degree.
Addendum: I also networked. I went to the equivalent of meet ups of the day. Talked with other developers, showed them my work, etc. This is how I found my first job.