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Go to school to receive formal education in the arts. Focus on traditional disciplines like drawing and painting. While it’s not necessary to have a degree to work as a set designer, it will help you round out your skills and give you an edge when it comes time to compete for jobs.  Art classes will teach you fundamental principles like dimension, focus and composition. Design institutes and specialized film and theater programs are an alternative to universities and art schools. Practice fleshing out concepts on paper. They’ll act as blueprints for the later phases of the design process. As you draw, consider how each element of your sketch could be brought to life using basic materials and effects.  Get in the habit of picking up your sketchbook whenever ideas come to you. For a set designer, it’s just as important to be creative and versatile as it is to possess strong technical skills. Set design has traditionally been done with pencil and paper. However, more and more professionals have switched to sophisticated design software in recent years. Study programs like AutoCAD, VectorWorks, Rhino and SketchUp to take advantage of the power and convenience that technology can offer.  Many television and film studios will expect you to know how to use design software when working on major projects.  Computer programs will allow you to create visual renderings of your ideas much faster and in greater detail than drawing by hand. In additional to traditional art and computer-aided drawing skills, it will help to be competent in other types of visual design, such as basic carpentry, sculpting and sewing. Each of these disciplines plays a vital role in set design and will come into the picture sooner or later. Being a jack-of-all-trades will help open up more opportunities for you.

Summary:
Study art and design. Sketch out your ideas. Learn to use computer-based design software. Work with other mediums.