What's the best advice that you can give a college student interested in management consulting?

(N.B: other than "don't") What's your best advice? I'll be attending KU Leuven in Belgium. It's not a target school but I'd say it's semi-target at least, and I've found a lot of graduates working in MBB on LinkedIn though most have MBAs. I'm also hoping I can do an MBA in the US after undergrad though I might have to get some work experience first. I also feel that somehow those who try too hard from very early on tend to get rejected, from all the stories I've heard of people obsessed with management consulting they started cold-calling people from college. So in general, what's your best advice?

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