Many people new to the site just randomly follow as many people as they can in the hope that they'll follow back. That's not a good approach to take, particularly if you keep using it. Before too long you'll hit that 2000 limit. You'll probably only have several hundred or maybe a thousand people following you back. Many of those will be people who are not interested in your niche, or who don't engage with others very much. You'll be left with no option but to cull those who aren't following so you can follow some more! Do that too quickly and you might get suspended (unlikely but possible).
That said, you don't want to just be tweeting to nobody. So, unless you are already famous, in which case you'll have a whole bunch of people hanging on your every word, it's worth following some people with the aim of getting them to follow you back.
But don't be indiscriminate. Try and find people who are in your niche, tend to follow back, and also interact with other users. These will be a in the minority, of course. So it'll take a while to find them, but it's much better to take the time to do this.
Some people are tempted to buy followers, particularly when starting out. Again, this is a bad option. Do this and you may end up getting your account suspended. Even if you don't, and the package delivers a whole bunch of tweeps to you as promised, chances are they won't be very good quality. They're much more likely to be people who tend not to engage and who are in niches not closely related to yours.
Depending on your niche, you'll have to tweet regularly and have a few hundred quality, engaged followers before you start to see frequent replies and retweets. But when that starts to happen you get a real sense of connection and confidence. You look forward to logging in to see who's responded to you. You get some extended conversations going and build greater rapport with some people in particular. You start to appear on various lists.
With all these things happening you're motivated to tweet more often than you were when you started, further increasing your footprint on the site. With this momentum happening, quality, engaged tweeps start to find and follow you. From this point on your following will continue to grow organically as long as you remain active on the site.