How to build Domain Authority

1. Start with your own backlinks

Starting with your own backlinks is one of the easiest ways to have unique backlinks that no one else has.
Just look at the footer on this website. It has a link to my main company website.
This website has just one page and links to my other websites.
The more websites you have, the more backlinks you can get, making it easier to start new ones.
This also means it's worthwhile to build some websites that are entirely free; if they become popular, you can use their domain authority to link to your other websites.

2. Social Media Backlinks

Start with social media. It's a great way to get backlinks from high authority websites.
Set up profiles on social media accounts, even if they're nofollow.
They don’t directly affect Domain Authority, and most will be profile links, but some are very valuable—such as this one (very high authority and dofollow if you know the trick).
Apart from the obvious ones (Facebook, Instagram, Twitter, LinkedIn, etc.), here are some others you probably wouldn’t consider but are very valuable:

3. Launch your Website

This one is well know, but it's still a good way to get backlinks.
Just post your website on Product Hunt, Hacker News and Reddit.
Also don't forget to create an account on Crunchbase and F6S.

4. Directories

Directories are a good way to get some first backlinks fast.
They are not very high quality backlinks, because it's generally easy to get them, but having some can help you get started.
This will depend on you website, so browse the backlinks database to find the ones that are relevant to you.
Here are some directories you might consider:

5. Paid Backlinks

Some backlinks are more expensive, but can be well worth it because they offer very high authority and at a reasonable authority/price ratio.
This one is especially interesting because it has high authority, and your only need to pay once to be able to add unlimited backlinks to all your websites.
Here are some I find very interesting that should give you an instant boost in authority:

6. Publish Articles

Try to find websites relevant to your niche and ask them if you can write an article for them.
This is a great way to get backlinks from high authority websites.
You can also use this to get more traffic to your website, and to build your brand.
Here are some examples of websites that are worth checking out:

7. Steal Backlinks from Competitors

Backlinks from this website are a good way to get started and get out of the DR0 zone.
However, some of the best backlinks are the ones that your competitors and websites in the same niche have.
You can find them by searching for your competitors on Google but I strongly encourage you to use use paid tools like Ahrefs, SEMRush or Moz to find them by looking at their backlinks.
Ahrefs has an hidden Starter plan for $29/month which is an excellent value for the money.