Have you considered working with an existing company?
I've been getting into the industry myself, and I've found it tremendously helpful talking to and working with existing publishers and writers. Its really given me a much better perspective and grasp of how things work. Taking up a few freelancing jobs could not only teach you more about how this all works, but could give you some real experience writing and help start up a reputation, at least with other publishers, writers, and artists.
And of course, working for someone else hardly has to be forever. Freelancing doesn't do much to tie you down - in fact, you could freelance and work on your own projects at the same time. I'm pretty sure there are a number of people who do that already.