Some Tips for Data Science Beginners
First a caveat.
Well apply to all the internships you can and you will definitely get calls. It takes time though and currently, most hr's are working from home, and internship applications that they get are huge so they may not even go through your application so try to apply as soon as an opening is created!!! Internships are hard to come by, because very few businesses actually know what deep learning is for, so they don't hire junior people and instruct them to do data science for them. The data scientist has to make a presentation on how it can help that business, and then the business says "okay, here's some money, go and do that thing you just suggested for me." So here's how I would go about it.
What are the main industries in your town? Or alternatively, is there a particular industry you want to work in? Find out as much as you can about that industry, and then use your knowledge to redesign it so the customer still gets the end result. Can deep learning help? If you show that to a business owner or manager, they'll hire you, and not just as an intern. As an example, there was a guy who studied deep learning, couldn't get a job in the city, so he went home to his parent’s farm, and invented an automated cucumber-classifier using CNNs that was used to knock bad cucumbers off a conveyor belt to assure the quality of the farm's produce.
Suggestion would be. Though let's say that you have the skills, many would still prefer those who have degrees. It's not too late. Maybe taking a Bachelor of Science in Business Analytics. could help you. If you are planning to take an online course, then try to access Coursera. You can apply for financial aid. Plus you'll gain a certificate after passing it.
Doing Meetups and Business Metting with small stores
Another suggestion would be to network. Go to online portals and find meetings to do with deep learning and related technologies, like the local AWS meetup in your town. There will probably be people from local companies who present something about how they solved their business problem with deep learning. Show up with a laptop or a notebook and take notes on how they did it. See if you can figure out how to build something similar. And introduce yourself to the other people in the room and ask good questions. If you keep showing up to the meetings, people will get to know you and your skillset, and if they think you'd be useful around the office, you might get an internship. But also, you'll see what problems they're trying to solve and what technologies they're using, which can be a good indication of what to study next.
Additional to what said, Data Science is like you're the CEO who knows what's going on and knows what to do. People hiring you are just folks with money that they want to grow into even more money, and by leveraging the knowledge of a Data Science will let them harness his/her knowledge without them learning it, and they got their money to grow, you get your salary. I think it is best if we will just start applying our skills by creating a small business or an online one, be our own CEO, and kinda mess with that (by the way, I'm also studying Data Science, and is about to do what I say here, so I practice what I preach). If you're just starting off and just want some experience, I think creating Data Science projects, showing it to the world, whilst applying your skills on your small business will give you that experience without even begging anyone to grow their money for them by using your own hard earned knowledge. In the end, if you really got more experience in Data Science and really showed your knowledge, you're the one who's rich, not some prick who gave you some salary to grow even more their money
Keep Studying
And yes, keep studying. Even if you found a problem with a business and figured out a way of creating a solution, businesses who hire you have to trust that you actually know what you're doing. Advanced degrees are a useful mental shortcut for managers. Eg "Ah! They have a Masters degree. Okay, I can trust them." As opposed to "Hmmm... they've done an online course. I don't know how good an online course is. So I still don't know how good they are. Better not hire them." Good luck!