You should start out with 5 coaching points, the minute that you create the coach for your dynasty.
This is enough to select 1 skill from whichever archetype that you originally selected (recruiter, tactician, motivator). You do this from the Coach > Coach Ability screen. On Default XP, you will probably pick up a couple of coaching levels after your first game. You can go deeper into your pre-selected archetype, or you can open up another archetype (costs I think 15 points to gain access to one, then 5 points for each skill).
Some archetypes can only be unlocked by meeting certain dynasty requirements (like spending 50 points in recruiter and have 2 top 5 recruiting classes).