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I work in the advertising industry so I think I may be able to lend some advice here.
The first thing I'd recommend you do is evaluate your strengths and desires to get a sense for what you may be good at. For example, are you good with computers and enjoy design (example position- graphic designer) or a really great writer (example position - copy writing)?
Both positions are creatively driven but require two entirely different skill sets and can lead to different career paths.
Once you've started to hone in on the above I think you're in a better position to start evaluating what positions you're interested in. A good place to start is checking out the job postings of the creative agencies (here are some of the biggies - http://www.forbes.com/sites/avidan/2012/12/04/the-10-best-ad-agencies-of-2012/).
If you get to a point where you have a clear understanding of the position you want, you should begin creating a portfolio of work if you don't already have one. The hiring process for creative positions in advertising/marketing is very portfolio driven. It's essentially your resume.
You can also easily find examples of portfolios online if you want to get a better sense for the quality of work you'll need to include - don't be shy about taking classes in order to further improve on your skill sets if necessary.
Hope this help!