I am sure several players at CC has built a meaningful BR without making a deposit and it can give one hope. Myself, since 2001 I have only made two deposits (both in 2010). BUT, it is a very small minority that can get this job done. My experience is, You have to have extreme patience, not be prone to tilting, and be more on the nitty side of playing. I think most who have done it have also been experienced good players.
While I distain sending money to these online sites, I would probably recommend most to study, learn the game, deposit, and move up slowly.
Best of luck to everyone no matter the method they choose.
I gave myself a $150 BR when I started. But I won $150 in a freeroll almost immediately, and never used a cent of the original $150. So, both my current BR and all the money I've permanently cashed out to use for non-poker purposes over the years started with freeroll money.
But that was back in the poker boom years when freerolls were far more abundant, both private and open ones, plus it was common to find at least a few each month with prize pools of $500, $1000 or more. And small fields. The $150 win above was from coming second in a field of less than 200.
So, even for a newbie, it was realistic to average winning $100 to $300 per month depending on volume of play. This meant you could build up a pretty decent BR while learning - and after you became halfway decent, you could just continue freerolling and expect to win even more per month.
Obviously, it's not like this any more, which is the main reason I am now more in favor of depositing. There's a lot less EV in freerolling now, plus compared to how much even a small winner will win over his entire poker "career", losing a few small deposits at the beginning is basically meaningless.
As a caveat, I do admonish anyone not to play with money you can't afford to lose.
Otoh, I think quite a few people rationalize their fear of losing a few bucks by saying they can't afford it. I came up with my original $150 deposit by promising myself to decrease my weekly spending on coffees, snacks and other incidentals. by $3 a week. All it took to give myself a $150 BR was a tiny sacrifice. Easy peasy.