I've done this challenge myself, learned a lot along the way and I cannot recommend highly enough the advice Keith and Carroters are offering you. Sure, it feels good to be able to say I've never deposited, but I absolutely would not do this again if I had any sort of experience and I was starting out now. Chris Ferguson famously did this challenge and took forever to make a few hundred bucks despite being a top player, so it is clearly incredibly difficult to do.

If you are still intent on doing it the hard way, at least make sure you have $30 of freeroll winnings or free money first and don't sit down at a cash game with one 40bb BI (this is madness). There are a lot of soft sites/skins out there throwing money at freerolls, so if you do your research, play enough and are competent, you'll get the $30 in no time and be off and running.

Anyway (and sincerely), all the best of luck at the tables.