This is a question for freelancers. How did you get your first clients? Did you just walk into small companies who didn't have a website or did you mail them or how did you do it?

Most of mine are word of mouth, but never hurts to email into companies and pitch. Got a few clients that way. Always branch out.

In college, I one helped a friend with his final project. After we graduated he moved to a different city and we lost touch. One afternoon I got a call from him that there was a company in my city that needed a project done and he referred them to me. Long story short, I got the job the same day and it took us a month to finish it. A few weeks later, one person from the company recommended me to a friend who had a project for their company. Been stuck on this loop for 3 years.
I've never applied for a job anywhere but through the people I've worked for, I'm able to make a living through freelancing

Word of mouth is great, but you need to have clients for that to start rolling. I have had great success finding clients through my social network. Basically just let everyone know that you build websites, reach out to companies you follow and propose working with them.