Every manager has had a first management job somewhere in their career. Like most other jobs, though, no one wants to give you that first management job unless you have experience and you can't get management experience if no one will give you the first job. Here's what you need to know and, more importantly, what you need to do to get that first management job.
Do Your Job Well
Nobody is going to put you in charge if you can't do your own job. The first step in landing a management job is doing a good job at the job you have. You don't have to be the best, but you do have to be good. The best programmer in the company may not make a good Development Manager. They may prefer to write code instead of taking on the responsibilities of management. However, it's a safe bet that the Development Manager used to be a good programmer.
Do Your Homework
Find out what managers do. Watch the managers in your organization and see what they do and how they do it. Read books on management and leadership and learn what to do and what not to do. Ask questions of managers you know.
Develop People Skills
The single most important skill for any manager is the ability to manage people. Learn how people think, react, and function when faced with different outside forces. Develop respect for people, even those different from you. Learn how to work with people and then you can learn how to influence their behavior. Nobody will promote you to a management position if you can't manage people. Anyone who gets a management position and can't manage people is doomed to failure.
Don't sit at your desk and wait for someone to hand you a management job. Demonstrate initiative. One key management skill is planning, so volunteer to help your boss prepare the annual budget by collecting necessary information. Offer to help put together the estimate of what the new addition to the production line will cost. If your department has to send someone to the planning committee for the company picnic (or the employee relations committee, HR study group, etc.), volunteer for that assignment. (You will also learn valuable people management skills as discussed above.) Take on whatever you can without negatively impacting your performance of your main job.
Another great opportunity to learn and practice management skills, and put yourself in a better position for that first management job, is to volunteer at one of the local non-profit organizations, whose cause you support. The skills and experience you gain from the volunteer work can help you land a first management job at work. The volunteer work also exposes you to others, who may hire you, or recommend their boss hire you, into a first management job in a different company.
Ask for the Advancement
Finally, if you want to be considered for a management position, ask for it. Don't wait for someone to come and offer it to you. Approach your boss and tell him or her you would like to follow their example and move into management. Ask them to keep you in mind the next time they need someone to head up a committee or lead a small team or something similar. That way, they know you are interested and will keep an eye on you. When they see you can handle smaller things, they will start to delegate larger things, eventually leading to a supervisor or management position.
In larger organizations, the HR department maintains a list of open positions on the company intranet. Smaller companies may just post the list on the bulletin board. Keep an eye on the list. When you see an entry-level management position on the list apply for it. If you have done your job well, done your homework and learned what managers do, developed people skills, and shown your boss your interest in management, your boss will probably support your application.