Networking and auditioning (or trying to get auditions) were the big ones for me.
It cost me thousands of dollars in classes and workshops, and 13 years with not a lot to show other than a few spots in commercials. At one point in LA I was working three jobs and sleeping in my car between shifts instead of going home. I was too tired and burnt out from trying to afford living in LA to have the energy to make anything.
The industry invests in artists, not ideas. Make stuff and build your network that way.