It's interesting that you brought up this topic, as I'll be moderating a panel of Game Composers/Sound Designers at this year's GDC on this exact topic. If you can attend the name of the panel it is called, "Landing Your First Game & Building a Career". Should certainly be interesting
As for myself…
I landed my first game after taking an audio test & making a bid (I found the ad online). Fortunately the developer lived near me, so I was able to go into their offices pretty regularly, but a lot of my work now is done online.
There are always some unexpected challenges, but nothing in that project was overly difficult. I did learn that it's wise to put a certain "limit" (preferably in an Agreement) on exorbitant revision requests though.