Having prior experience can be an advantage, but it is not a requirement for becoming a successful management consultant. To understand this better, put yourself in the shoes of your potential customers. This should give you an idea of what to consider when choosing which area of consulting to enter. When you become a consultant, you will have to face all the challenges and difficulties that come with owning a business.
Consulting firms are usually quite opaque, especially for outsiders. If you are part of a program, you should know that consulting is an option, but you may not have as many opportunities as other jobs in your master's program. Most people who want to reach their full potential and become their own boss choose to start their own consulting business. You don't need to “feel like a consultant” before starting your own consulting business.
Consulting is all about relationships, so make sure your relationships with your clients are strong. Prestigious consulting and banking companies have a quick follow-up process, and hopefully more companies will follow their example in the future. Whether you are an international student looking for work in the US, a military veteran seeking a civil career, or someone from another field, if you can demonstrate the necessary skills, you can become a consultant. Don't be intimidated if you want to pursue consulting but don't have any experience in a consulting firm.
Your work experience doesn't have to be in the same type of organization or sector as the postgraduate position you are applying for. Once you have started your business, you can gain “consulting experience” on the business side. Even if it's just one task among many continuous tasks, showing that you are results-oriented will help you speak the language of consulting. Consulting favors those who are willing to accelerate their careers and MBA programs are great places to find such people.