You can start by getting your own bank accounts in only your name, and originals or copies of all your vital documents like Birth Certificate, SSN card, State ID/Drivers License, Passport, etc.

If you were financially responsible you could get a secured credit card to start building some credit. The more savings you have going into this the better off you will likely be. Most of the places where you can make a career in film, tend to be higher cost of living places. It's not an industry that's known to pay particularly well for entry level or apprenticeships and is very competitive. Good luck going down that road, it's certainly not without a large amount of risk.