Learning to play with money
I had to spend a good $50 depositing online before I learned how to turn a slight profit playing online. I lost and lost at NL2 cash games, only winning occasionally, so I moved on to micro SNGs and 55cent buy-in MTTs and free rolls. I slowly started building a bankroll, and I have slowly been moving up SNG stakes and winning more and more. So to construct a bankroll, get good at SNGs and start with those, because there are a lot of donkeys in them, and I still won a lot when I was (and probably still am) a donkey.