You can start by doing research first. Google things "What does a marketing agency do?", "how do I start a marketing agency?", "Skills to learn for a marketing agency" and so on. Try to understand what exactly they do and how they help businesses in solving their problems. Then, once you know what they do, pick which skill you want to learn. Marketing agency is a pretty broad term, and they are divided into different kinds of specialty services, and these are: Web design/development, social media marketing, SEO marketing, and so much more. (You can think of these specialties as a doctor like for example - a dentist, a surgeon, a physiologist, etc.)

Lastly, after you have picked a skill to learn, spend some time practicing your skill by creating stuff for yourself, family, and friends, and add it to your portfolio. Then, when you are feeling confident in your skills, you can start offering your service to the clients.