The gap between no portfolio and first clients is real, but you can bridge it with personal projects. Build 2 - 3 pieces specifically to show what you can do - could be a redesign of an existing website, a mock client project, writing samples on topics you'd want to work on, or whatever your freelance field is. Make these as polished as your real work would be. You could also offer heavily discounted or free work to people you know (friends, family, local nonprofits, small business owners in your network) in exchange for testimonials and portfolio pieces. Just be clear upfront that it's at a reduced rate because you're building experience, not that you're bad at what you do.
When you're ready to pitch, does your previous job have any work you can reference without showing actual files - like being able to say "I helped increase X metric by doing Y" or describing the types of projects you handled? Even that context helps. Then focus on finding your first few clients through warm leads rather than cold pitching: reach out to people in your network directly, join relevant online communities where people ask for help with your skill set, and be honest about being new but serious. The first gig is almost always the hardest to land, but once you have one paying client and a testimonial, suddenly everything gets easier.