Go to a meetup in your area. Go to a bunch, in fact. Some focusing on an industry you'd like to freelance for, some focusing on a technology you are familiar with.

Talk to people at said meetups.

When you find someone looking for what you are offering, do a small project with them. That lowers risk for you and for them. Make sure you have a written contract and set of requirements, and that you know if you are billing hourly or per project.

Wash, rinse, repeat.

I'd stay away from odesk/elance because you'll be competing on price. I met one client from Craigslist, so you could check there, but I'd limit it to your area, because face to face communication is important. Especially for your first couple of contracts.

Also, I'd look for a more senior freelancer to take to coffee for advice on this kind of stuff.