How did you get your first PM position with no experience?

I started as a seriously technical dude. Application programmer, then DBA. Got sick of badly organized projects, so I slowly did more & more of the PM work. On a new account I convinced my company it was easier for me to oversee others doing techie work and me being the PM vs me educating the PM on how things really worked.

I'm not a fan of starting off as a coordinator, as people get stuck doing secretarial work. Scheduling meetings, arranging lunches, etc. It's a rut rate-wise, good luck ever breaking through to a higher value and hence higher rate/salary job.

I think it's far better to start off in a related discipline, then taking over. I've had QA folks do more & more oversight, then move into QA. Or BA. Obviously programming too. You can command a lot more respect, hence larger projects, when you can show people you used to be one of them. I haven't been technical in 15 years and I still tell people they'll need to work harder to con me than anyone else.

I started through analyst roles. As someone with strong business acumen and a handful of technical talent, I was able to sit b/t the business and development teams to assist with bridging the gap(s) b/t business needs and technical solutions.

Also, do not hesitate to reach out to a professional resume writer. If you are not getting any calls/interviews, it may point to a need to modify your resume. Maybe you are just not telling your story well enough. It is worth the investment.

We all wish you the very best.

Many thanks to all of you for your responses. I am going to look into investing in a resume writer. Any suggestion?

Angela, my advice don't limit your search to project management role search for other jobs as well then inside your job create projects, submit initiation of business case to your employer, if you hear that they are upgrading something just jump in and prove your leading and facilitating capabilities and once you gain experiences, they will acknowledge you for next work too.
I started as Engineer and quickly was looking for innovation and once I grabbed first project to handle I enjoyed interacting with consultants I was doing excellent project management without knowing any thing about the existence of PMI the timing was so booming and I gained big reputation of SME for erection,mounting,installation, commissioning, operating and maintaining power generation projects. remember employer like to hire employed people so remove that word "Unemployed".

Explore comradeship with members of your local PMI chapter. They are likely to absorb you quicker for volunteer opportunities.