Hi John,
You should click on alexpratt’s forum signature link and subscribe to IGaming Busines Affiliate Mag. It’s a pretty decent read and will give you an idea of the going on in this lovely industry 
When you find an area that interests you, ie, Casino, Poker, etc. Join up with the affiliate programs of a few sites you like and talk to their Affiliate Managers. They’re pretty helpful and are there to help.
Good Luck,
Rich.