Sure do! I like to start with some qualitative research first to help get at any nuances in messaging, especially across different audience segments. Then, run a survey (max diff is a great technique) to understand what resonates most with your different segments. If you also have the budget and/or time, running your messaging by focus groups is another good option, so you can get a deeper understanding of their reactions and sentiment.
The problem is that there still aren't too many good entry-level PMM roles out there (assuming you're talking about coming out of undergrad). My best advice (as someone who didn't come to PMM until they were in their mid-30s) would be: Find a role that allows you to develop the skills PMMs ultimately need to bring. Don't worry too much about industry, just make sure it's one where you're curious enough about the products, customers and problems to keep you intellectually motivated. That will serve you well when making that jump to PMM.