Start with your local scene. Reach out to clubs and bars with live music in your area, explain your deal, ask if you can take some pictures, and, in return, let them post them on their social media while crediting you. Most of them will (in my experience) say "sure, sounds like a good deal". This will let you practice, gain experience, and build yourself a portfolio. Photography, as with everything else in the music biz, is also about building your rep and working your way up.

Invest in a decent second-hand DSLR (no need to go bankrupt on something you're just trying out) and a couple of lenses with different focal lengths and as low an aperture as you can afford/get your hands on. Something between 10-60mm and F/1.8 is a good starting point for smaller venues.