As with any job, experience is a big plus, and as with any career, it is very difficult to land that first position. Newcomers often complain that it is impossible to get the job without the experience and impossible to get the experience without the job. What you have to remember is that everyone started at the bottom.
There are some entry-level positions, and yachts do hire part-time dayworkers. These short-term positions are the best way to learn the ropes and make contact with Captains and other crew members who will remember you if you are a good worker and willing to learn. Daywork rarely comes through the agencies. Instead, it is found by simply getting up early and walking the docks. This is why, when looking for your first position, it is almost imperative that you come to where the boats are.
Dress smartly, carry plenty of CVs, and be prepared to get turned down often. If you are persistent, you will find work. You can expect to do a lot of cleaning and be paid approximately €100/$125 for the day. Put this experience on your CV immediately. Include the boat name and what your duties were. If possible, ask the Captain for a reference. It may seem like a small start, but this practical experience will provide invaluable insight into how yachts really function.