The best way, as has been said a few times, is to start your own venture, however small.
If you don't feel ready for that yet, you might want to look for a leadership position in a small company. That is probably most similar to being an entrepreneur, because you also need a wide variety of skills and you need to think in an entrepreneurial way.
Should the company be in the same field that you want to later start your business in?
There are pros and cons to this:
- It helps to start creating a network
- You learn more about the industry
- It looks good on your CV that you have deep expertise in one industry
BUT
- You might run into issues with the non-compete agreement you usually have to sign
- It might be more valuable to focus on style of culture and governance rather than industry
- You will always acquire transferable skills