What is the first step I should take if I am currently serving in a different branch and want to join an SW careerfield?
Speak with a SW recruiter they will make sure you are eligible and give you a list of all documents needed for you to transfer. Speak with your leadership and see if they would sign a DD form 368 conditional release.
Did you ever have any prior service from the Marine Corps transfer and come through?
SW recruiters have two boards a year for Prior Service applicants. One is in the beginning of the FY and the other during the winter months (FEB, MAR) in hopes to ship everyone during that FY. It is difficult to get in if you become E-6 before you try to cross over. I would try and talk to a usaf special operations recruiter and see what kind of paperwork is involved but it is definitely possible. They might even be able to transfer your service commitment from Marines to Air Force earlier.