Things that worked for us -

Start an email list.
At a show, simply leave a small piece of paper on each table with a spot for name/email.
Clearly state 'this is in case you enjoy the band, we can let you know where we are playing next & we will not use your email for any other purpose. Guaranteed'
During an intermission (preferably one where you thought the audience enjoyed the set) the band can wander around and collect the papers, triggering some people to fill it out on the spot for various reasons (you took the time to stop and say Hi may be enough for some).

Use social media if comfortable, can't hurt. The more people feel attached the more they become bonded to you and actually read your emails and posts. BUT if they post something regarding you it is imperative you respond. You can't post and not reciprocate especially when mentioned. social media - socialize.

Have 'somewhere' they can check in and share with friends (website for us but FB could probably work), preferably with a performance or three to show friends or go back and enjoy.

After all, they have to enjoy your performance or all other efforts are moot.

If you have 'some' fans, you can grow them, but you have to have something to start with ..
just a thought from my experience

I do not work here, but the benefits are still awesome
Make your sound your own!