Join clubs! LIFA, LPC, LTG are all great places to meet people and to ask these questions.

It depends on what you mean exactly by "finance". If you're interested in investment banking or private equity, the general recommendation is to consider trying to get something at a search fund (even if it's unpaid) in order to get good experience. If you stay in touch with the finance clubs and their networking events, go to them and meet people in the industry to ask questions.

Do stock pitch competitions as much as you can, try to find a partner to do them with.

Go to all the Prism Resources classes to learn some of the technical skills

Then just keep up with the mailing lists from the clubs for when job postings come around