Compared to the alternative of trial and error, this is more of a natural progression. Note that I said "more", as this can still be quite messy and you might make a couple twists and turns before things start to take flight.
For instance, let's say you enjoy pursuing a particular hobby in your spare time, such as building gadgets. Over time, you continue your craft and become known as the "gadget expert."
If something breaks, you're the go-to person in your extended family. Perhaps some relatives or family members see that you make high-quality tools, whatever they may be, and are willing to pay for them.
As time passes, they refer other people to purchase your gadgets. You get busier and busier, and increase the prices. You might even bring on a few extra pairs of hands to help out. Eventually your small hobby turns into a fledging business.
Contrary to popular belief, this process can take a long time. It doesn't happen overnight.
A real life example I know of is a fresh college graduate that got a job in finance. It was "the thing to do", as the job had long hours but was high-paying. Despite working overtime nearly everyday, she would spend the little spare time she had reading cookbooks and food magazines.
After awhile, she did more research on becoming a chef, such as speaking with people in the industry, reading about the profession and learning about the culinary greats. She decided to save up money to attend culinary school, eventually quitting her job to pursue a career as a culinary chef.
Of course, your story is probably going to be very different from either of these examples, and that's expected. But perhaps you find yourself naturally veering yourself to something in your spare time.
Maybe it's…
We all fill our spare time doing something we enjoy doing that others would pay for.
Hmm…
I'm sensing that there's some resistance on your part. You think to yourself, "Yeah…but who would pay for ________?" or "I can't get a job in ________."
In our world today, there are numerous mediums that we can present our skills and interests. You can package your interest in a way that would be appealing to others. As for your second question, you don't need to apply to a job just to pursue your interest.
I'll give you an example. Let's pick someone named Susan.