Doing as much internet research on the topic as possible is a great way to learn link building and SEO.
Participate in Forums like this with the intent to learn and contribute.
It's amazing what kind of resources you can find on the web. It also never hurts to be able to spot the good stuff and the not so good stuff. Find a mentor for when you're unsure.
Start a blog and try out all the new skills you learn while doing all this.
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