Hi Kon Wen Chun,
Good questions. For starters - I would really get clear of what you're passionate about or where your interest lies so when you graduate - you'll be entering the career that gives your the most satisfaction and enjoyment.
There are 2 personality tests that you can try out to get more clarity and they're both FREE; https://www.vip24.me/
The next thing I would recommend is to attend networking events when you're free or get involved with as much extra-curricular activities that the University has to offer to get yourself more marketable. If the University offers some part-time campus jobs - I'd look into getting some experiences into those roles as well.
On the 2nd part of your question - on how do you start - there are abundance of resources available online when it come to digital marketing and where to start. The world of digital marketing is evolving rapidly and the best ways to learn is to actually simply learn from the leaders in the area itself - namely the coined term; GAFA - Google, Apple, Facebook & Amazon (and Alibaba) where almost 80-90% of the world's web traffic originates from them. I'd recommend you go to www.idigital.my to download a FREE copy of a strategic digital toolkit (like a marketing playbook) that allows you to design & transform the future of any business ala GAFA.
On starting a career in this area - you can apply as an intern at digital marketing agencies (just Google it - there are plenty out there) or if you want - do check out some current vacancies here; http://sml.my/2xjobs as this company is always looking to hire digital savvy talents.
Hope this helps!
p/s: Do also enjoy your FREE time as much as possible too as when you start the hustle in the career, you'd probably gonna miss them the most! ;)