Data science is not one of those things you can just read about and be ready to do successfully, despite what a lot of online scammers would tell you. This is true of most tech fields, but it’s absolutely required that you practice your data science skills in order to develop them. Yes, you can develop your skills on the job—this will always happen—but it’s far more difficult to walk into an entry-level data science job without any experience than it used to be. The good news is that your experience doesn’t have to be working for a company (although that’s usually the best)—nowadays almost everyone, experienced or not, needs to have a portfolio that they can share with potential employers. This does mean that even if you have work experience, if it’s proprietary, you may not be able to share your work without modification. You can always talk about projects you’ve done, but usually it’s good to have something tangible to show people.