The book Hawk mentions is very helpful if you want to get an understanding of possible ways to starting a career in UX, such as the process, questions you may be asked in interviews etc. I found it was a great, easy read.
As it mentions, and as mentioned on the forum, if you do not work in a job where you can start applying UX processes and tools, you can offer up your services to a small company, or someone who needs some work done, do it for free even. If you don’t know of anything like that, you can show your process through hypothetical examples, where you for instance take a site, show how you would evaluate it for user experience, and what you would do to solve/make it a better experience for the users. These should be replaced once you have concrete examples of work you complete.
UX mastery have a great big list of books that you can read on their site, and keeping up with UX blogs can keep you up to date with where things are currently at and the topics most in discussion.
Qualifications definitely does depend on the company who you are trying to get a job with. Most of the time having a relevant degree can be good, ditto with a masters, but for the masters it tends to just open up interest a bit more, and is disregarded at interview stage. Other than the great info in the ‘Get Started in UX’ book, some great insight that my workmates gave me was that they look for someone who will research and ask questions first, who they think they will get along with, as well as having a passion for UX. So experience gets you so far, but these other factors can give you the job.
For the job opportunities, again advice given to me, is don’t just look at the title. Organisations often do not know what they want, or what for instance, User Experience involves. So they may advertise for UX but actually want a UI designer. Look at the list of skills that they mention they would like, and if they don’t mention these, actually take the initiative to ask them in the interview. Ask what the role will involve, give them some examples, and it can help increase people’s opinion on your knowledge of the areas as well.
Lastly if you don’t have very much experience, a great way is to try get mentoring, internships, or anything similar like that where you work for a company, follow someone else who has more extensive UX knowledge, and get to learn the process and apply the UX knowledge. This then allows you (with permission and tact) to use projects that you worked on for your portfolio.
Hope this was helpful, and good luck!