I think it's different for everyone - I sort of fell into writing about role playing games at a time when there was a British games magazine that would publish articles about almost any game, and a shortage of British writers who could write about them reasonably coherently and were prepared to accept the pitifully poor money paid for games writing at the time.
I sold a lot of articles fairly fast, which gave me the confidence to try submitting articles to US magazines, and eventually to try writing about my other hobbies (most notably computing and photography) which paid considerably better. Along the way I wrote about other things, and made a lot of friends including some pro fiction authors. That got me an invitation to contribute to some shared world SF anthologies, which so far are my only fiction sales. I've also reviewed, mostly games but also SF, and written a couple of articles for New Scientist.
Right now I'm back to writing about RPGs (or rather I never stopped), and design my own games, and I'm thinking about having a try at some children's fiction - based, as it happens, on something I wrote for an RPG.
I really can't recommend that career path to anyone else though! But it's one of life's little ironies that Terry Pratchett knew who I was before I knew who he was, because he was a regular reader of the games mag I wrote for, and that Neil Gaiman's first fiction sale was to a mag that had my thirtieth or so games article in the same issue.
