As for what should your sandbox be, you have a few options. The easiest is to start a blog. That’s what this site was started as: a sandbox for learning content marketing, and it only became my full-time job on accident. A blog is a perfect sandbox for learning digital marketing since you can test almost all of the tactics on it, it’s low-cost, and you’ll improve your writing in the process.
When starting out, focus on being a generalist. You won’t know what you’re most interested in yet, so building up a general digital marketing skill set will help you hone in on the areas that excite you most. You’ll also be more hireable since a digital marketer who can wear a few different hats is much more useful than one who only knows how to do Instagram ads.