The best approach to getting going with investing when you are in college is to invest in your own education about stock markets and businesses. However if you are insistent on actually putting some of your precious money into the markets, we would suggest breaking down your process into the following 3 steps:

1. Pick an investment technique: Familiarize yourself with multiple investment theses. There are approaches that are good for portfolios north of $100K, approaches that are workable with $10K and more, and very specific individual bets you can make with amounts smaller than that. Do not mix suggestions that are best suited for larger portfolios and longer time-frames from those that are workable for smaller bets. For example, you can apply principles from the "Smartest Portfolio" book if you have $100K or more, but you might be better off with individual stock recommendations for lesser amounts.
2. Learn to rely on Stock Recommendations: It is best not to get into stock-picking on your own at this stage, and instead rely on recommendations from good advisors. As a college student, investment newsletters provide a great and inexpensive source of terrific ideas. Alternatively, you can visit the library and use the Value Line Investment Survey and look up stocks with Timeliness 1 or 2 and try and understand their business stories and pick your own stocks. Our recommendation would be to rely on investment newsletters at this stage.
3. Learn to build your stock position & learning to sell: Spend some time understanding technical analysis and learning to build your position over time. Then as you build profits (or suffer losses), learn when to unfold your positions. All this work has to be in line with your overall thesis - is your investment story still true, or did some new data come in that requires you to revise your thinking?

If you follow this 3 step process, you will be well on your way to learning some significant lessons and as your investment capital builds up, you can aim to turn $10K into $1 million before you turn 30.

Happy investing!