One of the most popular, STRIDE is an acronym for the types of threats it covers:
Spoofing identity
Tampering with data
Repudiation threats
Information disclosure
Denial of service
Elevation of privileges
This is a developer-centric methodology.
In STRIDE, you create a data flow diagram-based threat model of the target app. With user & abuser stories, create a list of potential threats.
Map them to the above threat types & classify the attacker's goals in one of 6 categories, along with relevant security controls.
For starters, you need to have an intuitive understanding of how common security protocols and components work. Things like firewalls, network access, intrusion detection systems, etc.
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Work with various operating systems:
You need to be aware of how operating systems like Windows, Linux, and macOS employ security.