The first step of commissioning a music video is to come up with an idea from a brief from a record label, eg. Warner bros. You then work with some other members of the team to collect the right picture references for your idea; so whoever you pitch for gets the idea visually.
After winning the pitch for the music video, it's pre-production. Choosing cameramen, casting, finding locations, working with the art department, working with a storyboard artist or meeting the clients. It's all about making the decisions and leading the team to deliver what the client wants.
Then it's shoot days, there isn't much time and a lot to film. About two days is out a side for filming.
The last stage is the post production, focusing on editing, CGI, sound and colour grading. There is a lot of time spent looking at monitors and crafting the piece into a final film.
Emil Nava (a popular music video director, he directs all of Jessie J's videos) says that hard work and learning with practical experience are the best ways to train for music video work. His first experience was as a runner on set of a music video, he made tea and helped with all the different departments where and when he could. Making a positive name for himself led to him progressing up the job ladder until he became an assistant director; where you manage the set and are the mouth and logistical side of the director.
He then started making his own little videos and building his reel. He started taking his show reel around different companies. It's hard work as the competition is very stiff and there a lot of people doing it.
Every time you make something you will learn more, develop your own style and find the route you want to take.