When querying for an agent, it is always best to have some credentials to back up your name. If you have some publication then an agent is more likely to take you serious and pay attention to your letter. You can get this from having short stories published and winning writing contests. I warn you though, be careful with writing contests. Only a few carry the prestige to get you the recognition you want. In my own spelunking of the intertrons I have found many contests that are scams. They require a ridiculously high entry fee, connected with some shady business practices, and are just ways to get people interested in their site. Any agent with half a brain would be completely unimpressed if you won some obscure unheard of writing contest that was linked to content farmers. That is just the reality. So if you plan on submitting your blood, sweat, and toil into contests, do some research and find out their background.
Here is some information about Writing contests:
Be informed and be aware, don’t get caught with your pants around your ankles.