There is nothing more valuable than a portfolio of work that you have actually completed that shows that you're able to do some part of the job you want.
If you want to work on professional AAA video games, those are made by hundreds of people working together, each on one very small part of the finished product. There's one person making sketch artworks, another making 3D models, another doing animation, another building landscapes, another writing dialogue, creating game dynamics, etc. etc. etc.
Which part are you interested in? What skills do you have now that you can use to create something interesting to show off?
I am a big fan of [Twine](https://tedcurran.net/2018/10/use-twine-for-branching-learning-scenarios/), the open source interactive fiction writing platform that allows you to create "choose your own adventure" games simply, for free, on your desktop. If you can make a compelling experience with simple tools like that, you can build up from there to making bigger and better games.
My company Autodesk is a major player in the world of game design, and [we make all our software free for students](https://www.autodesk.com/education/free-software/featured) for at least one year, so you can build skills in industry-standard game design software.
But even if you just keep creating, posting work to your blog or Instagram account, that can quickly turn into a personal portfolio of work that you can include on job applications so potential employers can see for themselves what you can really do.