Build interesting and useful content and people will link to it. You have probably heard this a thousand times if you have even begun looking into link building and SEO. While it is a great motto to live by, it won't get you started. Without some initial link building effort your website will be as good as the tree that fell in the woods when nobody was around.
Step 1) Some tips for getting started... I always like to start each new site with a blog. I take a little time each week away from my standard work to write a single highly interesting blog post in the topic area. It is important than you don't just write filler posts, but actually focus on interesting titles and topics that will grab a reader. After each post, use any social media connections that you have to distribute a link. Now go back about your business. You will be surprised how this can help your site get started. If the posts are good, you are likely to get at least a few initial links. Google also likes to see the regular content updates and it helps you to build some rapport.
Step 2) Know your competitors and make sure that you are offering better, more interesting content. If you don't have better stuff, how can you expect to win? Once you have the site set up, focus on building links until you get a regular stream of traffic. Try whatever non-tacky links you can obtain. I would recommend a few easy directory listings and try to do a couple of guest posts for a blog related to your niche.
Step 3) Once you have some visitors flowing through your pages regularly, it is time to knock the competition out of the park. This is where the "Build interesting and useful content and people will link to it" comes into play. You should be asking yourself constantly what do my visitors want that my competitors don't have. Try to come up with any ways to get your visitors to interact more with your site, and encourage them to share things via social media. If you have the right effort, this is where your link building will really take off (and you aren't even focusing on link building).
Hope this helps.